Isotonic Banach functional and risk evaluation

zbMATH Open1129.91331MaRDI QIDQ5487283FDOQ5487283

Authors: Zbigniew Dudek 

Publication date: 19 September 2006

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zbMATH Keywords

Banach latticecoherent risk measureisotonic Banach functional

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (2)

• The natural Banach space for version independent risk measures
• From isotonic Banach functionals to coherent risk measures

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