Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Risk measures via \(g\)-expectations - MaRDI portal

Risk measures via \(g\)-expectations (Q2507604)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Risk measures via \(g\)-expectations
scientific article

    Statements

    title
    Risk measures via \(g\)-expectations (English)
    0 references
    publication date
    5 October 2006
    0 references
    zbMATH Keywords
    coherent/convex risk measure
    0 references
    dynamic risk measure
    0 references
    \(g\)-expectation
    0 references
    insurance premium
    0 references
    cites work
    Q3160493
    0 references
    Q4550909
    0 references
    Q5294265
    0 references
    Q4550910
    0 references
    Robust Statistics
    0 references
    Q4002114
    0 references
    Q4357507
    0 references
    Q4657107
    0 references
    Q4223074
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91B30
    0 references
    60H30
    0 references
    60H10
    0 references
    zbMATH DE Number
    5060506
    0 references
    Wikidata QID
    Q56767254
    0 references
    OpenAlex ID
    W2120630305
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2507604&oldid=34891245"
    Powered by MediaWiki