This paper defines risk measure in a measure-theoretic framework and shows how some common risk measures can be interpreted using that definition.38 page(s
The paper analyses the essence of risk concept in the context of social sciences, focusing on risk c...
Many types of insurance premium principles and/or risk measures can be charac-terized by means of a ...
Risk measures have been studied for several decades in the actuarial literature, where they appeared...
The notion of risk measure arose from the problem of quantifying risk. The coherent risk measures an...
We provide a representation theorem for risk measures satisfying (i) monotonicity; (ii) positive hom...
The present review of (financial) risk measures, prepared for the Encyclopaedia of Actuarial Science...
The paper proposes new measures of risk VaR in various degrees, investigates properties, proposes fo...
In this dissertation, we review the development of risk measures in finance, starting from the tradi...
This paper is concerned with generalised scalar measures of risk aversion. A measure R which may mea...
Measuring the risk of a financial portfolio involves two steps: estimating the loss distribution of ...
Foster and Hart proposed an operational measure of riskiness for dis-crete random variables. We show...
In this paper, we argue that a distinction exists between risk measures and decision principles. Tho...
Many types of insurance premium principles and/or risk measures can be characterized by means of a s...
In this paper we study methods for measuring risk. First, we introduce a conditional risk measure an...
In the article the author introduce and prove the additional axiom of measure of risk. She checks, b...
The paper analyses the essence of risk concept in the context of social sciences, focusing on risk c...
Many types of insurance premium principles and/or risk measures can be charac-terized by means of a ...
Risk measures have been studied for several decades in the actuarial literature, where they appeared...
The notion of risk measure arose from the problem of quantifying risk. The coherent risk measures an...
We provide a representation theorem for risk measures satisfying (i) monotonicity; (ii) positive hom...
The present review of (financial) risk measures, prepared for the Encyclopaedia of Actuarial Science...
The paper proposes new measures of risk VaR in various degrees, investigates properties, proposes fo...
In this dissertation, we review the development of risk measures in finance, starting from the tradi...
This paper is concerned with generalised scalar measures of risk aversion. A measure R which may mea...
Measuring the risk of a financial portfolio involves two steps: estimating the loss distribution of ...
Foster and Hart proposed an operational measure of riskiness for dis-crete random variables. We show...
In this paper, we argue that a distinction exists between risk measures and decision principles. Tho...
Many types of insurance premium principles and/or risk measures can be characterized by means of a s...
In this paper we study methods for measuring risk. First, we introduce a conditional risk measure an...
In the article the author introduce and prove the additional axiom of measure of risk. She checks, b...
The paper analyses the essence of risk concept in the context of social sciences, focusing on risk c...
Many types of insurance premium principles and/or risk measures can be charac-terized by means of a ...
Risk measures have been studied for several decades in the actuarial literature, where they appeared...