The Mathematical Concept of Measuring Risk

DOI10.1007/978-3-319-04486-6_5MaRDI QIDQ5165617zbMATH OpenOpenAlexFDO

Authors Francesca Biagini, Thilo Meyer-Brandis, Gregor Svindland

Publication date 30 June 2014

Published in Risk - A Multidisciplinary Introduction (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-04486-6_5

zbMATH Keywords

acceptance setsrisk measuresrisk sharingrobust representation

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

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• Mathematical modelling of financial risks. Theory of measurement
• RISK MEASURES: RATIONALITY AND DIVERSIFICATION
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