Extremes for Coherent Risk Measures

Insurance: Mathematics and Economics - Netherlands
doi 10.1016/j.insmatheco.2016.10.003
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Coherent Risk Measures by Pricing Functionals

Applied Mathematical Sciences
2014English

Coherent Measures of Risk From a General Equilibrium Perspective

Journal of Banking and Finance
EconomicsEconometricsFinance
2007English

An Axiomatic Characterization of Capital Allocations of Coherent Risk Measures

Quantitative Finance
EconomicsEconometricsFinance
2009English

Bounding Contingent Claim Prices via Hedging Strategy With Coherent Risk Measures

Journal of Optimization Theory and Applications
ControlManagement ScienceApplied MathematicsOptimizationOperations Research
2011English

Rearrangement Invariant, Coherent Risk Measures on L<sup>0</Sup>

Journal of Financial Risk Management
2015English

Long-Term Hydrological Changes After Various River Regulation Measures: Are We Responsible for Flow Extremes?

Nordic Hydrology
Water ScienceTechnology
2019English

Hydrogen Risk Control Measures for Sanmen NPP

Nuclear Science and Technology
2014English

Risk Measures for Autocorrelated Hedge Fund Returns

SSRN Electronic Journal
2011English

Production-Based Measures of Risk for Asset Pricing

Journal of Monetary Economics
EconomicsEconometricsFinance
2010English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy