Bipolar behavior of submodular, law-invariant capacities
type: Item
instance of: scholarly article
title: Bipolar behavior of submodular, law-invariant capacities
zbMATH Open document ID: 1484.91524
author: Massimiliano Amarante
published in: Statistics \& Risk Modeling
publication date: 2022-02-18T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 28A12
zbMATH DE Number: 7476185
zbMATH Keywords: submodular capacities
zbMATH Keywords: law-invariant capacities
zbMATH Keywords: anticore
zbMATH Keywords: Lyapunov theorem
zbMATH Keywords: unambiguous events
zbMATH Keywords: expected shortfall
MaRDI profile type: Publication
full work available at URL: strm-2020-0025
OpenAlex ID: W3207470668
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DOI: 10.1515/STRM-2020-0025
description: scientific article; zbMATH DE number 7476185