Jarrow, Robert - In: Mathematical Finance 12 (2002) 2, pp. 135-142
<keyword>put options</keyword>, <keyword>risk measures</keyword>, <keyword>insolvency</keyword>,<keyword>coherent risk measures</keyword>, <keyword>insurance risk measures</keyword></keywordgroup><footnotegroup><history>"Manuscript received March 2000; final revision received February 2001." Copyright 2002 Blackwell Publishing, Inc. 350 Main St., Malden, MA 02148, USA, and 108 Cowley Road,Oxford, OX4, 1JF, UK..