Are law-invariant risk functions concave on distributions? (Q5417590)
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scientific article; zbMATH DE number 6297672
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Are law-invariant risk functions concave on distributions? |
scientific article; zbMATH DE number 6297672 |
Statements
Are law-invariant risk functions concave on distributions? (English)
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21 May 2014
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convexity
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law-invariant risk measure
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convex order
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comonotonicity
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