Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures
Radu Ioan Boţ; Alina-Ramona Frateăn
| Year of publication: |
2011
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|---|---|
| Authors: | Boţ, Radu Ioan ; Frateăn, Alina-Ramona |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 74.2011, 2, p. 191-215
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| Subject: | Theorie | Theory | Risiko | Risk | Messung | Measurement | Risikomaß | Risk measure | Nutzenfunktion | Utility function |
| 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/10009376182