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Law-invariant functionals that collapse to the mean: beyond convexity - MaRDI portal

Law-invariant functionals that collapse to the mean: beyond convexity (Q2155557)

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Law-invariant functionals that collapse to the mean: beyond convexity
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    Law-invariant functionals that collapse to the mean: beyond convexity (English)
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    15 July 2022
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    law invariance
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    quasiconvex functionals
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    consistent risk measures
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    nonconvex Choquet integrals
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    optimisation problems
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