On Coherent Variability Measures and Conditioning

Metadata only

Author

Date

2005

Type

Conference Paper

ETH Bibliography

yes

Altmetrics

Publication status

published

Editor

Book title

Proceedings of the Fourth International Symposium on Imprecise Probabilities and Their Applications : ISIPTA ’05

Pages / Article No.

240 - 245

Publisher

Society for Imprecise Probability Theory and Applications (SIPTA)

Event

4th International Symposium on Imprecise Probabilities and Their Applications, Pittsburgh, PA, USA, July 20-23, 2005

Subject

Coherent previsions; Coherent risk measures; Variability measures; Fair price; Conditioning

Organisational unit

03440 - Delbaen, Freddy

More

ETH Bibliography

yes

Altmetrics

Research Collection