Monetary risk measures for stochastic processes via Orlicz duality
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Publication:2145689
DOI10.1007/s10203-021-00334-xzbMath1492.91432OpenAlexW3166094970MaRDI QIDQ2145689
Christos E. Kountzakis, Damiano Rossello
Publication date: 17 June 2022
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-021-00334-x
acceptability indicesconcave monetary utility functionalsmonetary risk measures for processesOrlicz space duality
Statistical methods; risk measures (91G70) Macroeconomic theory (monetary models, models of taxation) (91B64)
Cites Work
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