Representation of weakly maxitive monetary risk measures and their rate functions (Q2695985)
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scientific article; zbMATH DE number 7672826
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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0.8762511
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0.86893916
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0.86613804
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0.8584214
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0.8545202
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0.8529105
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0.8521962
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0.8506645
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