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Coherent measures of risk - MaRDI portal

Coherent measures of risk (Q2757301)

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scientific article; zbMATH DE number 1676816
Language Label Description Also known as
English
Coherent measures of risk
scientific article; zbMATH DE number 1676816

    Statements

    author
    Philippe Artzner
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    Freddy Delbaen
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    Jean-Marc Eber
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    David Heath
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    publication date
    26 November 2001
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    zbMATH Keywords
    aggregation of risks
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    capital requirement
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    coherent risk measure
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    decentralization
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    title
    Coherent measures of risk (English)
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    Identifiers

    zbMATH DE Number
    1676816
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    Wikidata QID
    Q55879475
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    OpenAlex ID
    W2019291268
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