Risk excess measures induced by hemi-metrics
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Publication:2296116
DOI10.1186/s41546-018-0032-0zbMath1432.60010OpenAlexW2807330903MaRDI QIDQ2296116
Olivier P. Faugeras, Ludger Rüschendorf
Publication date: 17 February 2020
Published in: Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s41546-018-0032-0
Applications of statistics to actuarial sciences and financial mathematics (62P05) Probability measures on topological spaces (60B05) Risk models (general) (91B05)
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