The natural Banach space for version independent risk measures-Reference-Cited by-同舟云学术

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The natural Banach space for version independent risk measures

Published:2013-09 Issue:2 Volume:53 Page:405-415
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Pichler Alois

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference27 articles.

1. Spectral measures of risk: a coherent representation of subjective risk aversion;Acerbi;Journal of Banking & Finance,2002

2. Infinite Dimensional Analysis;Aliprantis,2006

3. Coherent measures of risk;Artzner;Mathematical Finance,1999

4. Thinking coherently;Artzner;Risk,1997

5. Dual characterization of properties of risk measures on Orlicz hearts;Cheridito;Mathematics and Financial Economics,2008

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3. Risk sharing with deep neural networks;Quantitative Finance;2024-02

4. Maximum Spectral Measures of Risk with Given Risk Factor Marginal Distributions;Mathematics of Operations Research;2023-05

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