An overview of representation theorems for static risk measures

DOI10.1007/s11425-009-0122-7zbMath1184.91114OpenAlexW1973012610MaRDI QIDQ1042990

Jia'an Yan, Yongsheng Song

Publication date: 7 December 2009

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-009-0122-7

zbMATH Keywords

stochastic ordersChoquet integralrisk measure(concave) distortionlaw-invariant

Mathematics Subject Classification ID

Related Items (6)

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