Star-Shaped Risk Measures (Q5058029)
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scientific article; zbMATH DE number 7625910
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Star-Shaped Risk Measures |
scientific article; zbMATH DE number 7625910 |
Statements
Star-Shaped Risk Measures (English)
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1 December 2022
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star-shaped risk measure, convex risk measure, value-at-risk, expected shortfall, liquidity risk, margin requirement, capital charge, inf-convolution
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