Coherent conditional measures of risk defined by the Choquet integral with respect to Hausdorff outer measure and stochastic independence in risk management (Q897743)
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scientific article; zbMATH DE number 6517027
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Coherent conditional measures of risk defined by the Choquet integral with respect to Hausdorff outer measure and stochastic independence in risk management |
scientific article; zbMATH DE number 6517027 |
Statements
Coherent conditional measures of risk defined by the Choquet integral with respect to Hausdorff outer measure and stochastic independence in risk management (English)
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7 December 2015
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coherent measures of risk
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Choquet integral
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Hausdorff outer measures
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stochastic independence
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