Schur convex functionals: Fatou property and representation (Q4906536)
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scientific article; zbMATH DE number 6139589
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| English | Schur convex functionals: Fatou property and representation |
scientific article; zbMATH DE number 6139589 |
Statements
SCHUR CONVEX FUNCTIONALS: FATOU PROPERTY AND REPRESENTATION (English)
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28 February 2013
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Schur convexity
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risk measures
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quantile representation
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deviation measures
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error measures
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0.8461077809333801
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0.8158302307128906
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0.8150104284286499
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0.8143371939659119
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0.8088502883911133
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