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Scalarized Utility-Based Multi- Asset Risk Measures

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)online
Number of pages29
JournalScandinavian Actuarial Journal
DOIs
Publication statusPublished - 2024

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

  1. SDG 10 - Reduced Inequalities
    SDG 10 Reduced Inequalities

Fields of science

  • 101 Mathematics
  • 101007 Financial mathematics
  • 101019 Stochastics
  • 101025 Number theory

JKU Focus areas

  • Digital Transformation

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