Short communication: on the separability of vector-valued risk measures (Q6648324)
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scientific article; zbMATH DE number 7953928
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short communication: on the separability of vector-valued risk measures |
scientific article; zbMATH DE number 7953928 |
Statements
Short communication: on the separability of vector-valued risk measures (English)
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4 December 2024
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vector-valued risk measure
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capital allocation rule
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set-valued risk measure
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systemic risk measure
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duality
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