Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures (Q2030696)
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scientific article; zbMATH DE number 7356135
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures |
scientific article; zbMATH DE number 7356135 |
Statements
Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures (English)
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7 June 2021
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risk analysis
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Orlicz premia
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Haezendonck-Goovaerts risk measures
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time-consistency
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ambiguity averse preferences
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