Law-Invariant Return and Star-Shaped Risk Measures

MaRDI QIDQ6457249FDOQ6457249

Authors Roger J. A. Laevent, Emanuela Rosazza Gianin, Marco Zullino 

Publication date 30 October 2023

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Decision theory (91B06) Inequalities; stochastic orderings (60E15) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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