Natural risk measures

DOI10.1007/s11579-016-0165-9zbMath1404.91133MaRDI QIDQ317544

Hirbod Assa

Publication date: 30 September 2016

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11579-016-0165-9

zbMATH Keywords

value at risk; coherent risk measure; natural risk measures

Mathematics Subject Classification ID

Related Items

Optimal reinsurance under risk and uncertainty on Orlicz hearts, Preferences over all random variables: incompatibility of convexity and continuity

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