Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures (Q5868966)
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scientific article; zbMATH DE number 7592387
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures |
scientific article; zbMATH DE number 7592387 |
Statements
Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures (English)
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26 September 2022
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risk sharing
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Pareto optimality
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value at risk
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range value at risk
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nonconvex optimization
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