A framework for measures of risk under uncertainty

DOI10.1007/s00780-024-00528-2arXiv2110.10792OpenAlexW3207460363MaRDI QIDQ6130333

Ruodu Wang, Tolulope Fadina, Yang Liu

Publication date: 2 April 2024

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.10792

zbMATH Keywords

decision theorymodel uncertaintyrisk managementvariational preferenceslaw-invarianceregulatory capital

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Decision theory (91B06) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)

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