Law-Invariant Return and Star-Shaped Risk Measures
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Publication:6457249
arXiv2310.19552MaRDI QIDQ6457249FDOQ6457249
Authors: Roger J. A. Laevent, Emanuela Rosazza Gianin, Marco Zullino 
Publication date: 30 October 2023
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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