Certainty equivalents as risk measures (Q367559)

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scientific article; zbMATH DE number 6208427
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English
Certainty equivalents as risk measures
scientific article; zbMATH DE number 6208427

    Statements

    Certainty equivalents as risk measures (English)
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    16 September 2013
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    coherence
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    convexity
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    risk measure
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    utility function
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    utility indifference pricing
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