Convex Risk Measures for Càdlàg Processes on Orlicz Hearts (Q2940774)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex Risk Measures for Càdlàg Processes on Orlicz Hearts |
scientific article |
Statements
Convex Risk Measures for Càdlàg Processes on Orlicz Hearts (English)
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20 January 2015
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convex risk measure
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Orlicz heart
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randomized stopping time
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American claim
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shortfall risk
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