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Risk excess measures induced by hemi-metrics - MaRDI portal

Risk excess measures induced by hemi-metrics (Q2296116)

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English
Risk excess measures induced by hemi-metrics
scientific article

    Statements

    title
    Risk excess measures induced by hemi-metrics (English)
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    author
    Olivier P. Faugeras
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    Ludger Rüschendorf
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    publication date
    17 February 2020
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    zbMATH Keywords
    risk measure
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    mass transportation
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    hemi-metric
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    stochastic order
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    cites work
    Q4039932
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    Q4550909
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    Q4127104
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    Q3413299
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    Q5340517
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    Q3999495
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    Q4497725
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    Q3999625
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    Q4805362
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    Identifiers

    Mathematics Subject Classification ID
    60B05
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    91B05
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    62P05
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    zbMATH DE Number
    7168373
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    OpenAlex ID
    W2807330903
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