Duality for Set-Valued Measures of Risk.

Andreas H. Hamel Frank Heyde

Published in: SIAM J. Financial Math. (2010)

Keyphrases

set valued
dominance relation
single valued
set valued attributes
variational inequalities
risk management
belief functions
lipschitz continuity
real numbers
rough sets
expert systems
risk factors
sensitivity analysis
attribute values
linear programming
dynamic programming
decision making