Short Communication: An Axiomatization of $\Lambda$-Quantiles (Q5071491)
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scientific article; zbMATH DE number 7511191
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short Communication: An Axiomatization of $\Lambda$-Quantiles |
scientific article; zbMATH DE number 7511191 |
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Short Communication: An Axiomatization of $\Lambda$-Quantiles (English)
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21 April 2022
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risk measures
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\( \Lambda\)-quantiles
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quantiles
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locality
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ordinal covariance
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