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Mere tveganja, invariantne za verjetnostne porazdelitve : delo diplomskega seminarjaBlagotinšek, ReginaType of material - undergraduate thesisPublication and manufacture - Ljubljana : [R. Blagotinšek], 2023Language - slovenianCOBISS.SI-ID - 159891459
Author
Blagotinšek, Regina
Other authors
Škulj, Damjan
Topics
finančna matematika |
mera tveganja |
koherentnost |
invariantnost za verjetnostne porazdelitve |
Fatoujeva lastnost |
mera tvegane vrednosti |
mera spektralnega tveganja |
mera tveganja za najslabši primer |
risk measure |
coherence |
law invariance |
Fatou property |
value-at-risk |
spectral risk measure |
worst-case risk measure
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JCR | SNIP | JCR | SNIP | JCR | SNIP | JCR | SNIP |
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Database name | Field | Year |
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Links to authors' personal bibliographies | Links to information on researchers in the SICRIS system |
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Blagotinšek, Regina | ![]() |
Škulj, Damjan | 19505 |
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