Comparative and qualitative robustness for law-invariant risk measures
Volker Krätschmer; Alexander Schied; Henryk Zähle
| Year of publication: |
2014
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|---|---|
| Authors: | Krätschmer, Volker ; Schied, Alexander ; Zähle, Henryk |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 18.2014, 2, p. 271-295
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| Subject: | Law-invariant risk measure | Convex risk measure | Coherent risk measure | Orlicz space | Qualitative robustness | Comparative robustness | Index of qualitative robustness | Hampel's theorem | psi-Weak topology | Distortion risk measure | Skorohod representation | Risikomaß | Risk measure | Messung | Measurement | Risiko | Risk | Theorie | Theory | Robustes Verfahren | Robust statistics | Entscheidung unter Risiko | Decision under risk |
| 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://www.econbiz.de/10010340784