Spatial Risk Measures: Local Specification and Boundary Risk

DOI10.1007/978-3-319-11292-3_11zbMath1386.91080OpenAlexW1811564695MaRDI QIDQ5374165

Claudia Klüppelberg, Hans Föllmer

Publication date: 9 April 2018

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: http://orbilu.uni.lu/handle/10993/19709

zbMATH Keywords

phase transitionconvex risk measuresystemic riskspatial risk measure

Mathematics Subject Classification ID

Related Items (5)

Risk-consistent conditional systemic risk measures ⋮ Spatial risk measures and applications to max-stable processes ⋮ Kolmogorov-type and general extension results for nonlinear expectations ⋮ Spatial and temporal white noises under sublinear \(G\)-expectation ⋮ Conditional Systemic Risk Measures

Cites Work

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• Spatial risk measures and their local specification: The locally law-invariant case
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