Evaluations of risk measures for different probability measures (Q5300537)
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scientific article; zbMATH DE number 6181956
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| English | Evaluations of risk measures for different probability measures |
scientific article; zbMATH DE number 6181956 |
Statements
Evaluations of Risk Measures for Different Probability Measures (English)
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27 June 2013
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risk measures
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continuity properties
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Wasserstein and Kantorovich distance
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optimal transport
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0.774105966091156
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0.7739620208740234
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0.7713350057601929
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0.7613853812217712
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0.759015679359436
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