Convex risk measures for the aggregation of multiple information sources and applications in insurance (Q4562048)
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scientific article; zbMATH DE number 6993722
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex risk measures for the aggregation of multiple information sources and applications in insurance |
scientific article; zbMATH DE number 6993722 |
Statements
Convex risk measures for the aggregation of multiple information sources and applications in insurance (English)
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14 December 2018
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model uncertainty
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model aggregation
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convex risk measures
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robustness
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Fréchet variance
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