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Risk functionals with convex level sets - MaRDI portal

Risk functionals with convex level sets (Q5855959)

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scientific article; zbMATH DE number 7326786
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English
Risk functionals with convex level sets
scientific article; zbMATH DE number 7326786

    Statements

    title
    Risk functionals with convex level sets (English)
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    author
    Ruodu Wang
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    Yunran Wei
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    publication date
    23 March 2021
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    zbMATH Keywords
    backtestability
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    convex level sets
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    expected shortfall
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    elicitability
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    quantiles
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    Identifiers

    DOI
    10.1111/mafi.12270
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    zbMATH DE Number
    7326786
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    OpenAlex ID
    W2965384330
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