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Deviations of convex and coherent entropic risk measures - MaRDI portal

Deviations of convex and coherent entropic risk measures (Q2348318)

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Deviations of convex and coherent entropic risk measures
scientific article

    Statements

    title
    Deviations of convex and coherent entropic risk measures (English)
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    author
    Jun Yan
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    publication date
    11 June 2015
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    zbMATH Keywords
    convex entropic risk measure
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    coherent entropic risk measure
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    relative entropy
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    Identifiers

    Mathematics Subject Classification ID
    60F99
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    60F05
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    60G55
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    zbMATH DE Number
    6445184
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    OpenAlex ID
    W2027889110
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