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Publication:3550629
zbMath1188.91007MaRDI QIDQ3550629
Publication date: 1 April 2010
Full work available at URL: http://edoc.ub.uni-muenchen.de/9715/
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risk measures\(L^p\)convex risk measuresoptimal capital and risk allocations\(L^\infty\)generalised subgradient
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