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A framework for measures of risk under uncertainty - MaRDI portal

A framework for measures of risk under uncertainty (Q6130333)

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scientific article; zbMATH DE number 7826822
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English
A framework for measures of risk under uncertainty
scientific article; zbMATH DE number 7826822

    Statements

    title
    A framework for measures of risk under uncertainty (English)
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    arXiv ID
    2110.10792
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    author
    Tolulope Fadina
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    Yang Liu
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    Ruodu Wang
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    publication date
    2 April 2024
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    Mathematics Subject Classification ID
    91G70
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    91B06
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    46N10
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    zbMATH DE Number
    7826822
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    zbMATH Keywords
    risk management
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    model uncertainty
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    regulatory capital
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    variational preferences
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    law-invariance
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    decision theory
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    OpenAlex ID
    W3207460363
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