المؤلفون: Liebrich, Felix-Benedikt, Svindland, Gregor

المصدر: Insurance: Mathematics and Economics, Vol. 77, pp. 150-165 (2017)

مصطلحات موضوعية: Quantitative Finance - Risk Management, Mathematics - Functional Analysis, 46B42, 91B30, 91G80

URL الوصول: http://arxiv.org/abs/1703.01137

المؤلفون: Felix-Benedikt Liebrich, Gregor Svindland

مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, media_common.quotation_subject, 01 natural sciences, Domain (mathematical analysis), FOS: Economics and business, Dynamic risk measure, 010104 statistics & probability, Spectral risk measure, 0502 economics and business, Coherent risk measure, FOS: Mathematics, Econometrics, 46B42, 91B30, 91G80, 0101 mathematics, Mathematics, media_common, Structure (mathematical logic), 050208 finance, Actuarial science, Risk measure, 05 social sciences, Ambiguity, Entropic value at risk, Functional Analysis (math.FA), Mathematics - Functional Analysis, Risk Management (q-fin.RM), Statistics, Probability and Uncertainty, Quantitative Finance - Risk Management

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::33bd35047afc5246b4803069045af9e0
http://arxiv.org/abs/1703.01137