Comparative and qualitative robustness for law-invariant risk measures (Q468411)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparative and qualitative robustness for law-invariant risk measures |
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Comparative and qualitative robustness for law-invariant risk measures (English)
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7 November 2014
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law-invariant risk measure
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convex risk measure
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coherent risk measure
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Orlicz space
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qualitative robustness
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comparative robustness
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index of qualitative robustness
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Hampel's theorem
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\(\psi\)-weak topology
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distortion risk measure
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Skorohod representation
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