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Loss-based risk measures - MaRDI portal

Loss-based risk measures (Q2841418)

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scientific article; zbMATH DE number 6191718
Language Label Description Also known as
English
Loss-based risk measures
scientific article; zbMATH DE number 6191718

    Statements

    title
    Loss-based risk measures (English)
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    author
    Rama Cont
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    Romain Deguest
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    Xue Dong He
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    publication date
    25 July 2013
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    zbMATH Keywords
    coherent risk measure
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    actuarial premium principle
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    robustness
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    convex risk measure
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    risk management
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    91B30
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    62F35
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    91G10
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    91G70
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    zbMATH DE Number
    6191718
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    OpenAlex ID
    W3123490457
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    arXiv ID
    1110.1436
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