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ON THE PENALTY FUNCTION AND ON CONTINUITY PROPERTIES OF RISK MEASURES - MaRDI portal

ON THE PENALTY FUNCTION AND ON CONTINUITY PROPERTIES OF RISK MEASURES (Q3086260)

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ON THE PENALTY FUNCTION AND ON CONTINUITY PROPERTIES OF RISK MEASURES
scientific article

    Statements

    title
    ON THE PENALTY FUNCTION AND ON CONTINUITY PROPERTIES OF RISK MEASURES (English)
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    author
    Marco Frittelli
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    publication date
    30 March 2011
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    zbMATH Keywords
    risk measures
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    penalty function
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    continuity
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    Identifiers

    zbMATH DE Number
    5871444
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    OpenAlex ID
    W2086724386
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