Characterization of optimal risk allocations for convex risk functionals (Q5191263)
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scientific article; zbMATH DE number 5588133
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterization of optimal risk allocations for convex risk functionals |
scientific article; zbMATH DE number 5588133 |
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Characterization of optimal risk allocations for convex risk functionals (English)
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29 July 2009
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optimal risk allocation
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convex risk measures
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