Model spaces for risk measures
Felix-Benedikt Liebrich, Gregor Svindland
| Year of publication: |
November 2017
|
|---|---|
| Authors: | Liebrich, Felix-Benedikt ; Svindland, Gregor |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 77.2017, p. 150-165
|
| Subject: | Model free risk assessment | Extension of risk measures | Continuity properties of risk measures | Subgradients | Implied reference models | Risikomaß | Risk measure | Risiko | Risk | Theorie | Theory | Messung | Measurement | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2017.09.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011783938