On representing and hedging claims for coherent risk measures (Q4628624)
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scientific article; zbMATH DE number 7036240
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| default for all languages | No label defined |
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| English | On representing and hedging claims for coherent risk measures |
scientific article; zbMATH DE number 7036240 |
Statements
14 March 2019
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coherent risk measures
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m-stability
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time-consistency
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Fatou property
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reserving
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hedging
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representation
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pricing mechanism
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average value at risk
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0.7956094741821289
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0.7820706367492676
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0.768765926361084
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0.7687059044837952
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