On the risk consistency and monotonicity of ruin theory
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s13385-021-00272-3.pdf
Reference11 articles.
1. Asmussen S, Albrecher H (2010) Ruin probabilities, vol 14. World Scientific, New Jersey
2. Assa H (2011) Lebesgue property of convex risk measures for bounded càdlàg processes. Methods Appl Anal 18:335–350
3. Cheridito P, Delbaen F, Kupper M (2004) Coherent and convex monetary risk measures for bounded càdlàg processes. Stoch Process Appl 112(1):1–22
4. Cheridito P, Delbaen F, Kupper M (2006) Coherent and convex monetary risk measures for unbounded càdlàg processes. Financ Stoch 10:427–448
5. Cossette H, Marceau E (2013) Dynamic risk measures within discrete-time risk models. Stochastic orders in reliability and risk. Springer, Berlin, pp 257–272
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