The dynamics of risk beyond convexity (Q2869431)
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scientific article; zbMATH DE number 6242692
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The dynamics of risk beyond convexity |
scientific article; zbMATH DE number 6242692 |
Statements
3 January 2014
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risk measurement
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quasiconvex risk measures
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0.9052467
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0.90184724
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0.90017945
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0.8881457
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0.8871455
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The dynamics of risk beyond convexity (English)
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The paper provides a survey of the history of risk measures from the original issues until more recent results concerning quasiconvex risk measures.NEWLINENEWLINEWithin this context new results are presented according to the vector space approach as well as the module approach, focusing on the formulation of a complete duality theory.
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