Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures
type: Item
instance of: scholarly article
title: Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures
zbMATH Open document ID: 1487.91025
author: Fabio Bellini
author: Roger J. A. Laevent
author: Emanuela Rosazza Gianin
published in: European Journal of Operational Research
publication date: 2021-06-07T00:00:00Z
Mathematics Subject Classification ID: 91B05
Mathematics Subject Classification ID: 91B16
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 7356135
zbMATH Keywords: risk analysis
zbMATH Keywords: Orlicz premia
zbMATH Keywords: Haezendonck-Goovaerts risk measures
zbMATH Keywords: time-consistency
zbMATH Keywords: ambiguity averse preferences
MaRDI profile type: Publication
full work available at URL: j.ejor.2019.08.049
OpenAlex ID: W2970847259
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Wikidata QID: Q127306969
DOI: 10.1016/J.EJOR.2019.08.049
description: scientific article; zbMATH DE number 7356135