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The strictest common relaxation of a family of risk measures - MaRDI portal

The strictest common relaxation of a family of risk measures (Q2276204)

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The strictest common relaxation of a family of risk measures
scientific article

    Statements

    title
    The strictest common relaxation of a family of risk measures (English)
    0 references
    author
    Berend Roorda
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    Johannes M. Schumacher
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    publication date
    1 August 2011
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    zbMATH Keywords
    nonconvex risk measures
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    value at risk
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    best-case operator
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    Identifiers

    zbMATH DE Number
    5934624
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    OpenAlex ID
    W2006665469
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