Conditional submodular coherent risk measures
type: Item
instance of: scholarly article
title: Conditional submodular coherent risk measures
DOI: 10.1007/978-3-319-91476-3_20
author: Giulianella Coletti
author: Davide Petturiti
author: Barbara Vantaggi
publication date: 2022-12-01T00:00:00Z
Mathematics Subject Classification ID: 68Txx
zbMATH DE Number: 7625740
zbMATH Keywords: coherent risk measure
zbMATH Keywords: conditional Choquet expected value
zbMATH Keywords: conditional submodular capacity
MaRDI profile type: Publication
full work available at URL: 978-3-319-91476-3 20
OpenAlex ID: W2803397208
description: scientific article; zbMATH DE number 7625740