We introduce the notion of a convex measure of risk, an extension of the concept of a coherent risk measure defined in … the underlying space of scenarios. As a case study, we consider convex measures of risk defined in terms of a robust not … ion of bounded shortfall risk. In the context of a financial market model, it turns out that the representation theorem is …

This paper presents a general theory that works out the relation between coherent risk measures, valuation bounds, and … preferences, in the way many coherent risk measures are somewhat generic. -- coherent risk rneasures ; valuation bounds …

catastrophe risk and to reducing the economic and insurance market disruption that often follows catastrophic events. …

This dataset contains indicators on the financial assets and liabilities of investment funds, insurance corporations …

This dataset contains indicators on the financial assets of investment funds, insurance corporations and pension funds …

Annotation, By proposing questions in ten policy areas, the Policy Framework for Investment in Agriculture supports … host countries in evaluating and designing policies to mobilise private investment in agriculture and maximise its positive … contribution to economic growth and sustainable development. It draws on the Policy Framework for Investment developed at the OECD …

This paper sets out essential facts about the economic case for water-related investment and the financing gap. It … charts a series of actions to better value water and ultimately facilitate investment at a scale commensurate with the …