Zobrazeno 1 - 1
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pro vyhledávání: '"Hu, Jinyang Zhang"'
Publikováno v:
Mathematics; Volume 11; Issue 12; Pages: 2706
In this paper, we establish a new coherent risk measure on Lp, which we refer to as the monotone mean Lp-deviation risk measure. Then, the related properties are discussed. Furthermore, from the perspective of acceptance set, we discuss the relations
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=multidiscipl::305d4c7380c8e5373e7b6b03f032aa6b
