On Geometrically Convex Risk Measures

arXiv2403.06188MaRDI QIDQ6525420FDOQ6525420

Mücahit Aygün, Roger J. A. Laevent, Fabio Bellini

Mathematics Subject Classification ID

Decision theory (91B06) Convexity of real functions in one variable, generalizations (26A51) Convex functions and convex programs in convex geometry (52A41)

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