Risk sharing with lambda value at risk (Q7024077)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7987796
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Risk sharing with lambda value at risk |
scientific article; zbMATH DE number 7987796 |
Statements
Risk sharing with lambda value at risk (English)
0 references
Peng Liu
0 references
21 February 2025
0 references
lambda value at risk
0 references
risk sharing
0 references
value at risk
0 references
inf-convolution
0 references
expected utility
0 references
rank-dependent expected utility
0 references
distortion risk measure
0 references
expected shortfall
0 references
