The natural Banach space for version independent risk measures
Year of publication: |
2013
|
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Authors: | Pichler, Alois |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 2, p. 405-415
|
Subject: | Risk measures | Rearrangement inequalities | Stochastic dominance | Dual representation | Theorie | Theory | Risiko | Risk | Messung | Measurement | Risikomaß | Risk measure | Stochastischer Prozess | Stochastic process | Entscheidung unter Risiko | Decision under risk | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Expected utility |
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