Bounds on Choquet risk measures in finite product spaces with ambiguous marginals (Q6139264)
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scientific article; zbMATH DE number 7790960
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds on Choquet risk measures in finite product spaces with ambiguous marginals |
scientific article; zbMATH DE number 7790960 |
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Bounds on Choquet risk measures in finite product spaces with ambiguous marginals (English)
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18 January 2024
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risk management
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optimal transport
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nonadditive measures
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risk measures
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cooperative games
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