Risk measures in ordered normed linear spaces with non-empty cone-interior

DOI10.1016/j.insmatheco.2010.10.003zbMath1233.91149OpenAlexW1977592307MaRDI QIDQ2276210

Christos E. Kountzakis, Dimitrios G. Konstantinides

Publication date: 1 August 2011

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.10.003

zbMATH Keywords

base of a conecoherent and convex risk measuresnumeraire assetwell-based conesrepresentability of risk measures

Mathematics Subject Classification ID

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