SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES (Q5377000)
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scientific article; zbMATH DE number 7057293
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES |
scientific article; zbMATH DE number 7057293 |
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SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES (English)
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21 May 2019
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set-valued risk measures
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law invariant
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distortion risk measures
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set-valued weighted value at risk
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coherency
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convexity
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