On the penalty function and on continuity properties of risk measures
Year of publication: |
2011
|
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Authors: | Frittelli, Marco ; Rosazza Gianin, Emanuela |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 14.2011, 1, p. 163-185
|
Subject: | comonotone convex risk measures | Risikomaß | Risk measure | Finanzmathematik | Mathematical finance | Theorie | Theory |
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