Risk measurement in the presence of background risk-Reference-Cited by-同舟云学术

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Risk measurement in the presence of background risk

Published:2008-04 Issue:2 Volume:42 Page:520-528
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Tsanakas Andreas

Publisher

Elsevier BV

Subject

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

Reference25 articles.

1. Dependence properties of meta-elliptical distributions;Abdous,2005

2. Spectral measures of risk: A coherent representation of subjective risk aversion;Acerbi;Journal of Banking and Finance,2002

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

4. Values of Non-Atomic Games;Aumann,1974

5. Inequalities on the probability content of convex regions for elliptically contoured distributions;Das Gupta,1972

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