THE MAXIMAL PRIOR SET IN THE REPRESENTATION OF COHERENT RISK MEASURE (Q2961041)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE MAXIMAL PRIOR SET IN THE REPRESENTATION OF COHERENT RISK MEASURE |
scientific article |
Statements
17 February 2017
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coherent risk measure
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priors
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Choquet expectation
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quantile fucntion
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minimal penalty function
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THE MAXIMAL PRIOR SET IN THE REPRESENTATION OF COHERENT RISK MEASURE (English)
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