Law-invariant risk measures: Extension properties and qualitative robustness.
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| Title: | Law-invariant risk measures: Extension properties and qualitative robustness. |
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| Authors: | Koch-Medina, Pablo1, Munari, Cosimo2 |
| Source: | Statistics & Risk Modeling. Dec2014, Vol. 31 Issue 3/4, p215-236. 22p. |
| Database: | Mathematics Source |
| ISSN: | 21931402 |
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| DOI: | 10.1515/strm-2014-0002 |