In the present paper, we study quantile risk measures and their domain. Our starting point is that, for a probability measure Q on the open unit interval and a wide class L Q of random variables, we define the quantile risk measure ϱ Q as the map that integrates the quantile function of a...

In the present paper, we study quantile risk measures and their domain. Our starting point is that, for a probability measure Q on the open unit interval and a wide class L Q of random variables, we define the quantile risk measure ϱ Q as the map that integrates the quantile function of a...

Η πληθώρα προελεύσεων των συγγραφέων είναι ενδεικτική της απήχησης και εμβέλειας του έργου και της συνεισφοράς της τιμώμενης καθηγήτριας.Τα κεφάλαια...