An overview of representation theorems for static risk measures
type: Item
instance of: scholarly article
title: An overview of representation theorems for static risk measures
zbMATH Open document ID: 1184.91114
published in: Science in China. Series A
publication date: 2009-12-07T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 46N10
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 91-02
zbMATH DE Number: 5643462
zbMATH Keywords: Choquet integral
zbMATH Keywords: (concave) distortion
zbMATH Keywords: law-invariant
zbMATH Keywords: risk measure
zbMATH Keywords: stochastic orders
author: Yongsheng Song
author: Jia-An Yan
MaRDI profile type: Publication
full work available at URL: s11425-009-0122-7
OpenAlex ID: W1973012610
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DOI: 10.1007/S11425-009-0122-7
description: scientific article; zbMATH DE number 5643462