On approximating law-invariant comonotonic coherent risk measures (Q2866016)
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scientific article; zbMATH DE number 6237808
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On approximating law-invariant comonotonic coherent risk measures |
scientific article; zbMATH DE number 6237808 |
Statements
12 December 2013
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coherent risk measures
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optimal quantization
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average value at risk
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comonotonicity
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On approximating law-invariant comonotonic coherent risk measures (English)
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