Dynamic Risk Measures within Discrete-Time Risk Models

DOI10.1007/978-1-4614-6892-9_13zbMath1312.91057OpenAlexW186524392MaRDI QIDQ5253388

Hélène Cossette, Étienne Marceau

Publication date: 22 May 2015

Published in: Stochastic Orders in Reliability and Risk (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-6892-9_13

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

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