RISK MEASURES ON ORLICZ HEARTS
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Publication:3393968
DOI10.1111/j.1467-9965.2009.00364.xzbMath1168.91409MaRDI QIDQ3393968
Publication date: 28 August 2009
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.2009.00364.x
Orlicz spaces; coherent risk measures; acceptance sets; convex monetary risk measures; transformed norm risk measures; robust representations; monetary risk measures; cash-additive hulls; transformed loss risk measures
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