Distribution-invariant risk measures, entropy, and large deviations

Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review

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  • S. Weber

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Originalspracheundefiniert/unbekannt
FachzeitschriftJournal of applied probability
PublikationsstatusVeröffentlicht - 2007

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Distribution-invariant risk measures, entropy, and large deviations. / Weber, S.
in: Journal of applied probability, 2007.

Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review

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