On a class of law invariant convex risk measures
Year of publication: |
2011
|
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Authors: | Angelsberg, Gilles ; Delbaen, Freddy ; Kaelin, Ivo ; Kupper, Michael ; Näf, Joachim |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 15.2011, 2, p. 343-363
|
Subject: | Theorie | Theory | Risiko | Risk | Messung | Measurement | Finanzmathematik | Mathematical finance |
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