Coherent and convex fair pricing and variability measures
From MaRDI portal
Publication:2379324
DOI10.1016/j.ijar.2007.06.010zbMath1185.91096MaRDI QIDQ2379324
Publication date: 19 March 2010
Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ijar.2007.06.010
coherent risk measures; convex risk measures; coherent previsions; fair price; variability measures; convex previsions
62P20: Applications of statistics to economics
62P05: Applications of statistics to actuarial sciences and financial mathematics
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