Kusuoka representations of coherent risk measures in general probability spaces (Q492837)
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scientific article; zbMATH DE number 6474573
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| English | Kusuoka representations of coherent risk measures in general probability spaces |
scientific article; zbMATH DE number 6474573 |
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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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0.8528968691825867
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0.8312181234359741
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0.7853378653526306
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