Representation of weakly maxitive monetary risk measures and their rate functions (Q2695985)

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scientific article; zbMATH DE number 7672826
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English
Representation of weakly maxitive monetary risk measures and their rate functions
scientific article; zbMATH DE number 7672826

    Statements

    Representation of weakly maxitive monetary risk measures and their rate functions (English)
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    5 April 2023
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    maxitive monetary risk measure
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    large deviations
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    rate function
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    Laplace principle
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