On Kusuoka Representation of Law Invariant Risk Measures (Q5169659)
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scientific article; zbMATH DE number 6316323
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Kusuoka Representation of Law Invariant Risk Measures |
scientific article; zbMATH DE number 6316323 |
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On Kusuoka Representation of Law Invariant Risk Measures (English)
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11 July 2014
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coherent risk measures
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law invariance
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average value-at-risk
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Fenchel-Moreau theorem
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comonotonic risk measures
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