Risk quantization by magnitude and propensity
type: Item
instance of: scholarly article
title: Risk quantization by magnitude and propensity
zbMATH Open document ID: 1537.91244
author: Olivier P. Faugeras
author: Gilles Pagès
published in: Insurance Mathematics \& Economics
publication date: 2024-05-24T00:00:00Z
Mathematics Subject Classification ID: 91G05
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 7852748
zbMATH Keywords: magnitude-propensity
zbMATH Keywords: risk measure
zbMATH Keywords: mass transportation
zbMATH Keywords: optimal quantization
zbMATH Keywords: risk management
zbMATH Keywords: portfolio analysis
MaRDI profile type: Publication
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DOI: 10.1016/J.INSMATHECO.2024.02.005
description: scientific article; zbMATH DE number 7852748