Risk excess measures induced by hemi-metrics
type: Item
instance of: scholarly article
title: Risk excess measures induced by hemi-metrics
zbMATH Open document ID: 1432.60010
author: Olivier P. Faugeras
author: Ludger Rüschendorf
published in: Probability, Uncertainty and Quantitative Risk
publication date: 2020-02-17T00:00:00Z
Mathematics Subject Classification ID: 60B05
Mathematics Subject Classification ID: 91B05
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 7168373
zbMATH Keywords: risk measure
zbMATH Keywords: mass transportation
zbMATH Keywords: hemi-metric
zbMATH Keywords: stochastic order
MaRDI profile type: MaRDI publication profile
full work available at URL: s41546-018-0032-0
OpenAlex ID: W2807330903
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DOI: 10.1186/S41546-018-0032-0
description: scientific article; zbMATH DE number 7168373