Distribution-invariant risk measures, entropy, and large deviations

Research output: Contribution to journal › Article › Research › peer review

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  • S. Weber

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Original languageUndefined/Unknown
JournalJournal of applied probability
Publication statusPublished - 2007

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

Research output: Contribution to journal › Article › Research › peer review

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doi = "10.1239/jap/1175267161",
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journal = "Journal of applied probability",
issn = "0021-9002",
publisher = "Cambridge University Press",

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