Add to ORKGThe present review of (financial) risk measures, prepared for the Encyclopaedia of Actuarial Science, first distinguishes two conceptions of risk. Risk of the first kind conceives risk as the magnitude of (one- or two-sided) deviations from a target, whereas risk of the second kind conceives risk as necessary capital or necessary premium, respectively. Some important axiomatic characterizations of risk measures are reviewed, including a characterization of a correspondence between risk measures of the first kind and risk measures of the second kind. Finally, a detailed overview of different risk measures of the first and second kind is presented
We examine properties of risk measures that can be considered to be in line with some “best practice...
In the last few years the properties of risk measures that can be considered as suiting 'best practi...
Summary. Over the last twenty years, the financial industry has developed numerous tools for the qua...
The present review of (financial) risk measures, prepared for the Encyclopaedia of Actuarial Science...
The present review of (financial) risk measures, prepared for the Encyclopaedia of Actuarial Science...
In this paper, we argue that a distinction exists between risk measures and decision principles. Tho...
In this dissertation, we review the development of risk measures in finance, starting from the tradi...
In this paper, we argue that a distinction exists between risk measures and decision principles. Tho...
This thesis focuses on several classes of risk measures, related axioms and properties. We have intr...
In the present work we attend to methods proposed in actuarial literature to quantification and eval...
In the present paper we consider several measures for the risk that is present in an insurance envir...
In this paper, we argue that a distinction exists between risk measures and decision principles. Tho...
The main aim of this thesis is to examine risk measures which are used in finance and insurance. Thi...
Risk measures have been studied for several decades in the actuarial literature, where they appeared...
Risk measures have been studied for several decades in the actuarial literature, where they appeared...
We examine properties of risk measures that can be considered to be in line with some “best practice...
In the last few years the properties of risk measures that can be considered as suiting 'best practi...
Summary. Over the last twenty years, the financial industry has developed numerous tools for the qua...
The present review of (financial) risk measures, prepared for the Encyclopaedia of Actuarial Science...
The present review of (financial) risk measures, prepared for the Encyclopaedia of Actuarial Science...
In this paper, we argue that a distinction exists between risk measures and decision principles. Tho...
In this dissertation, we review the development of risk measures in finance, starting from the tradi...
In this paper, we argue that a distinction exists between risk measures and decision principles. Tho...
This thesis focuses on several classes of risk measures, related axioms and properties. We have intr...
In the present work we attend to methods proposed in actuarial literature to quantification and eval...
In the present paper we consider several measures for the risk that is present in an insurance envir...
In this paper, we argue that a distinction exists between risk measures and decision principles. Tho...
The main aim of this thesis is to examine risk measures which are used in finance and insurance. Thi...
Risk measures have been studied for several decades in the actuarial literature, where they appeared...
Risk measures have been studied for several decades in the actuarial literature, where they appeared...
We examine properties of risk measures that can be considered to be in line with some “best practice...
In the last few years the properties of risk measures that can be considered as suiting 'best practi...
Summary. Over the last twenty years, the financial industry has developed numerous tools for the qua...