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A quantitative comparison of risk measures - MaRDI portal

A quantitative comparison of risk measures (Q2400017)

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A quantitative comparison of risk measures
scientific article

    Statements

    title
    A quantitative comparison of risk measures (English)
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    author
    Alois Pichler
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    publication date
    25 August 2017
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    zbMATH Keywords
    risk measures
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    dual representation
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    Fenchel-Young inequality
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    cites work
    Q4422672
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    Q4552656
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    Q2724706
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    Q3528030
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    Q3995204
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    90C15
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    62P05
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    zbMATH DE Number
    6764426
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    OpenAlex ID
    W2579539833
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