IMPRECISE PREVISIONS FOR RISK MEASUREMENT (Q5696995)
From MaRDI portal
scientific article; zbMATH DE number 2216363
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | IMPRECISE PREVISIONS FOR RISK MEASUREMENT |
scientific article; zbMATH DE number 2216363 |
Statements
IMPRECISE PREVISIONS FOR RISK MEASUREMENT (English)
0 references
19 October 2005
0 references
imprecise prevision
0 references
coherent risk measure
0 references
value-at-risk
0 references
avoiding sure loss condition
0 references
