Kusuoka representations of coherent risk measures in general probability spaces (Q492837)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kusuoka representations of coherent risk measures in general probability spaces |
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Kusuoka representations of coherent risk measures in general probability spaces (English)
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21 August 2015
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Kusuoka representation
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coherent risk measures
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spectral risk measures
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acceptability functional
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law invariance
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comonotonicity
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