Spatial risk measures and their local specification: The locally law-invariant case (Q5402791)
From MaRDI portal
scientific article; zbMATH DE number 6270581
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spatial risk measures and their local specification: The locally law-invariant case |
scientific article; zbMATH DE number 6270581 |
Statements
Spatial risk measures and their local specification: The locally law-invariant case (English)
0 references
17 March 2014
0 references
convex risk measure
0 references
spatial risk measure
0 references
entropic risk measure
0 references
phase transition
0 references
systemic risk
0 references