A certain limit of iterated conditional tail expectation

DOI10.1007/978-4-431-99490-9_4zbMath1194.91095OpenAlexW70644477MaRDI QIDQ3589942

Shigeo Kusuoka

Publication date: 21 September 2010

Published in: Advances in Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-4-431-99490-9_4

zbMATH Keywords

risk measurevalue at riskconditional tail expectation (CTE)

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05)

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