Maxitive monetary risk measures: worst-case risk assessment and sharp large deviations (Q6987004)
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scientific article; zbMATH DE number 8037129
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| English | Maxitive monetary risk measures: worst-case risk assessment and sharp large deviations |
scientific article; zbMATH DE number 8037129 |
Statements
Maxitive monetary risk measures: worst-case risk assessment and sharp large deviations (English)
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7 May 2025
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maxitive risk measures
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worst-case risk assessment
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sharp large deviations
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distortion-exponential insurance premium principle
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