Worst-case risk with unspecified risk preferences
Year of publication: |
2024
|
---|---|
Authors: | Liu, Haiyan |
Published in: |
Insurance : mathematics and economics. - Amsterdam : North Holland Publ. Co., ISSN 0167-6687, ZDB-ID 2010248-3. - Vol. 116.2024, p. 235-248
|
Subject: | Concavity | Distortion risk measure | Preference robust | Value-at-risk | Risikomaß | Risk measure | Risikopräferenz | Risk attitude | Risiko | Risk | Risikomanagement | Risk management | Messung | Measurement | Präferenztheorie | Theory of preferences | Risikomodell | Risk model |
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