Adjusted Rényi entropic value-at-risk (Q2106741)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Adjusted Rényi entropic value-at-risk |
scientific article; zbMATH DE number 7633832
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adjusted Rényi entropic value-at-risk |
scientific article; zbMATH DE number 7633832 |
Statements
Adjusted Rényi entropic value-at-risk (English)
0 references
19 December 2022
0 references
applied probability
0 references
convex risk measure
0 references
coherent risk measure
0 references
risk profile
0 references
increasing convex order
0 references
