A note on convex risk statistic
type: Item
instance of: scholarly article
title: A note on convex risk statistic
zbMATH Open document ID: 1258.91112
author: Xinli Suo
author: Dejian Tian
published in: Operations Research Letters
publication date: 2013-03-05T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6141241
zbMATH Keywords: risk statistics
zbMATH Keywords: data-based risk measures
zbMATH Keywords: comonotonic subadditivity
zbMATH Keywords: comonotonic convexity
MaRDI profile type: Publication
full work available at URL: j.orl.2012.09.011
OpenAlex ID: W2068656816
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cites work: Q3526970
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cites work: The representations of two types of functionals on \(L^\infty(\Omega,\mathcal F)\) and \(L^\infty(\Omega,\mathcal F,\mathbb P)\)
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DOI: 10.1016/J.ORL.2012.09.011
description: scientific article; zbMATH DE number 6141241