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Law-invariant functionals that collapse to the mean - MaRDI portal

Law-invariant functionals that collapse to the mean (Q2034153)

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Law-invariant functionals that collapse to the mean
scientific article

    Statements

    title
    Law-invariant functionals that collapse to the mean (English)
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    author
    Fabio Bellini
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    Pablo Koch-Medina
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    Cosimo Munari
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    Gregor Svindland
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    publication date
    21 June 2021
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    zbMATH Keywords
    law invariance
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    affinity
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    translation invariance
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    pricing rules
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    risk measures
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    cites work
    Q5386174
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    Q5609896
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    Q3526970
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    Q3868650
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    Q3314810
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    Q5546249
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    Q3149262
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    Identifiers

    zbMATH DE Number
    7361400
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    OpenAlex ID
    W3139227904
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    arXiv ID
    2009.04144
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