Convex risk measures on Orlicz spaces: inf-convolution and shortfall (Q1932533)
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scientific article; zbMATH DE number 6127178
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex risk measures on Orlicz spaces: inf-convolution and shortfall |
scientific article; zbMATH DE number 6127178 |
Statements
Convex risk measures on Orlicz spaces: inf-convolution and shortfall (English)
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20 January 2013
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convex risk measure
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Orlicz space
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inf-convolution
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shortfall
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0.93499446
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0.9308153
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0.9146632
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0.9035237
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0.8993761
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0.8990464
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0.8977298
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0.89754057
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