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An analytical study of norms and Banach spaces induced by the entropic value-at-risk
Ahmadi-Javid, Amir
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Pichler, Alois
- In:
Mathematics and financial economics
11
(
2017
)
4
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pp. 527-550
Persistent link: https://www.econbiz.de/10011900598
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Fractional risk process in insurance
Kumar, Arun
;
Leonenko, Nikolaj
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Pichler, Alois
- In:
Mathematics and financial economics
14
(
2020
)
1
,
pp. 43-65
Persistent link: https://www.econbiz.de/10012239969
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