The natural Banach space for version independent risk measures
Alois Pichler
| Year of publication: |
2013
|
|---|---|
| Authors: | Pichler, Alois |
| Published in: |
Insurance. - 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010195914