Optimal expected utility risk measures
type: Item
instance of: scholarly article
title: Optimal expected utility risk measures
zbMATH Open document ID: 1377.91168
author: Sebastian Geissel
author: Jörn Sass
author: Frank Thomas Seifried
published in: Statistics \& Risk Modeling
publication date: 2018-01-11T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 6824762
zbMATH Keywords: risk measure
zbMATH Keywords: certainty equivalent
zbMATH Keywords: utility maximization
MaRDI profile type: Publication
full work available at URL: strm-2017-0027
OpenAlex ID: W3124445206
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DOI: 10.1515/STRM-2017-0027
description: scientific article; zbMATH DE number 6824762