A quantitative comparison of risk measures
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Publication:2400017
DOI10.1007/s10479-017-2397-3zbMath1406.91204OpenAlexW2579539833MaRDI QIDQ2400017
Publication date: 25 August 2017
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-017-2397-3
Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic programming (90C15)
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