Some new classes of consistent risk measures (Q977158)
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scientific article; zbMATH DE number 5723540
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Some new classes of consistent risk measures |
scientific article; zbMATH DE number 5723540 |
Statements
Some new classes of consistent risk measures (English)
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20 June 2010
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Consistent risk measures
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Haezendonck risk measure
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Monotone convergence theorem
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0.8189342617988586
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0.8097703456878662
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0.8068147897720337
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0.7957966923713684
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0.7951724529266357
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