Static multidimensional risk measures research

MaRDI QIDQ5198161zbMATH OpenFDO

Authors Caibo Xiao, Yijun Hu, Hongwei Liu

Publication date 2 October 2019

zbMATH Keywords

acceptable setFenchel-Moreau theoremmultidimensional risk measuresrepresentation theorem

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

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Cited in

(1)

• Multidimensional dynamic risk measure via conditional g-expectation

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