On Geometrically Convex Risk Measures

MaRDI QIDQ6525420arXivFDO

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

Published in arXiv

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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