Spatial risk measures and their local specification: the locally law-invariant case (Q5402791)
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scientific article; zbMATH DE number 6270581
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| English | Spatial risk measures and their local specification: the locally law-invariant case |
scientific article; zbMATH DE number 6270581 |
Statements
Spatial risk measures and their local specification: The locally law-invariant case (English)
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17 March 2014
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convex risk measure
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spatial risk measure
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entropic risk measure
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phase transition
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systemic risk
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0.9302939176559448
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0.792091965675354
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0.762243390083313
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0.7621139883995056
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0.7618573307991028
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