Robustness regions for measures of risk aggregation (Q727667)
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scientific article; zbMATH DE number 6666939
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness regions for measures of risk aggregation |
scientific article; zbMATH DE number 6666939 |
Statements
Robustness regions for measures of risk aggregation (English)
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20 December 2016
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convex risk measures
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aggregation
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value-at-risk
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robustness
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continuity
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0.9057792
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0.8939658
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0.88166285
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0.8794391
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0.8703543
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0.86089414
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