Risk measures in ordered normed linear spaces with non-empty cone-interior
Year of publication: |
2011
|
---|---|
Authors: | Konstantinides, Dimitrios G. ; Kountzakis, Christos E. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 48.2011, 1, p. 111-122
|
Subject: | Theorie | Theory | Risiko | Risk | Messung | Measurement | Risikomaß | Risk measure |
-
Risk excess measures induced by hemi-metrics
Faugeras, Olivier, (2018)
-
Remarks on a copula-based conditional value at risk for the portfolio problem
Molina Barreto, Andres Mauricio, (2023)
-
Risk measures and nonlinear expectations
Chen, Zengjing, (2013)
- More ...
-
Risk measures in ordered normed linear spaces with non-empty cone-interior
Konstantinides, Dimitrios G., (2011)
-
Risk measures in ordered normed linear spaces with non-empty cone-interior
Konstantinides, Dimitrios G., (2011)
-
The restricted convex risk measures in actuarial solvency
Konstantinides, Dimitrios G., (2014)
- More ...