Asymptotic distribution of law-invariant risk functionals
| Year of publication: |
2010
|
|---|---|
| Authors: | Pflug, Georg ; Wozabal, Nancy |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 14.2010, 3, p. 397-418
|
| Publisher: |
Springer |
| Subject: | Risk functionals | Law-invariance | Asymptotic normality | M-theorems |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008456136