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Entropy based risk measures - MaRDI portal

Entropy based risk measures (Q2183329)

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Entropy based risk measures
scientific article

    Statements

    title
    Entropy based risk measures (English)
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    author
    Alois Pichler
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    Ruben Schlotter
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    publication date
    26 May 2020
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    zbMATH Keywords
    risk measures
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    rearrangement inequalities
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    stochastic dominance
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    dual representation
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    cites work
    Q4550909
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    Q3292859
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    Q2925334
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    91B05
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    90C15
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    94A17
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    zbMATH DE Number
    7204200
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    OpenAlex ID
    W2964128834
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    arXiv ID
    1801.07220
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