Coherent conditional measures of risk defined by the Choquet integral with respect to Hausdorff outer measure and stochastic independence in risk management (Q897743)

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scientific article; zbMATH DE number 6517027
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    Coherent conditional measures of risk defined by the Choquet integral with respect to Hausdorff outer measure and stochastic independence in risk management
    scientific article; zbMATH DE number 6517027

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      Coherent conditional measures of risk defined by the Choquet integral with respect to Hausdorff outer measure and stochastic independence in risk management (English)
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      7 December 2015
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      coherent measures of risk
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      Choquet integral
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      Hausdorff outer measures
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      stochastic independence
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