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ArticleThe natural Banach space for version independent risk measures

Alois Pichler2013

Article2013

The natural Banach space for version independent risk measures

55 citations·0/0 files stored·Insurance Mathematics and Economics

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Risk and Portfolio Optimization Financial Risk and Volatility Modeling Probability and Risk Models

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References

1999Coherent Measures of Risk 2009Lectures on Stochastic Programming 2002Stochastic Finance: An Introduction in Discrete Time 1999Infinite Dimensional Analysis 2002Spectral measures of risk: A coherent representation of subjective risk aversion 2001On law invariant coherent risk measures 1997Axiomatic characterization of insurance prices 2005Actuarial Theory for Dependent Risks: Measures, Orders and Models

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Year2013

Typearticle

Published2013-07-20

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations55

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1016/j.insmatheco.2013.07.005

openalex_workW2069840484

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