On the properties of the Lambda value at risk: robustness, elicitability and consistency (Q4555176)
From MaRDI portal
scientific article; zbMATH DE number 6981286
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the properties of the Lambda value at risk: robustness, elicitability and consistency |
scientific article; zbMATH DE number 6981286 |
Statements
On the properties of the Lambda value at risk: robustness, elicitability and consistency (English)
0 references
19 November 2018
0 references
consistency
0 references
elicitability
0 references
lambda value at risk
0 references
law invariant risk measures
0 references
risk measures
0 references
robustness
0 references
