Eisele, Karl-Theodor; Kupper, Michael - In: Statistics & Risk Modeling 33 (2016) 1-2, pp. 41-50
Abstract In this paper we study asymptotically stable risk assessments (or equivalently risk measures)
which have the property that an unacceptable position cannot become acceptable by adding a huge cash-flow far in the future. Under an additional continuity assumption, these risk assessments...