Financial risk measurement with imprecise probabilities-Reference-Cited by-同舟云学术

Financial risk measurement with imprecise probabilities

Published:2008-09 Issue:1 Volume:49 Page:159-174
ISSN:0888-613X
Container-title:International Journal of Approximate Reasoning
language:en
Short-container-title:International Journal of Approximate Reasoning

Author:

Vicig Paolo

Publisher

Elsevier BV

Subject

Applied Mathematics,Artificial Intelligence,Theoretical Computer Science,Software

Reference30 articles.

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3. P. Baroni, R. Pelessoni, P. Vicig, Shortfall-dependant risk measures (and previsions), in: M. Stepnicka, V. Novak, U. Bodenhofer (Eds.), New Dimensions in Fuzzy Logic and Related Technologies, Proceedings of the 5th EUSFLAT Conference, vol. I, 2007, pp. 281–288.

4. L. Crisma, Introduzione alla teoria delle probabilità coerenti, EUT, 2006.

5. Coherent risk measures on general probability spaces;Delbaen,2002

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