Optimal initial capital induced by the optimized certainty equivalent (Q1735038)
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scientific article; zbMATH DE number 7043769
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal initial capital induced by the optimized certainty equivalent |
scientific article; zbMATH DE number 7043769 |
Statements
Optimal initial capital induced by the optimized certainty equivalent (English)
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28 March 2019
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optimal initial capital
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optimized certainty equivalent
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monetary utility function
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prudence premium
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convex risk measure
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