On the generalized risk measures (Q377908)
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scientific article; zbMATH DE number 6230554
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the generalized risk measures |
scientific article; zbMATH DE number 6230554 |
Statements
On the generalized risk measures (English)
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19 November 2013
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risk measure
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distortion
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cash subadditivity
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robust representation
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