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anoverviewofrepresentationtheoremsforstaticriskmeasures
SONG YongSheng; YAN JiaAn
2009
Source Publicationscienceinchinaseriesamathematics
ISSN1006-9283
Volume52Issue:7Pages:1412
AbstractIn this paper, we give an overview of representation theorems for various static risk measures: coherent or convex risk measures, risk measures with comonotonic subadditivity or convexity, law-invariant coherent or convex risk measures, risk measures with comonotonic subadditivity or convexity and respecting stochastic orders.
Language英语
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/37376
Collection应用数学研究所
Affiliation中国科学院数学与系统科学研究院
Recommended Citation
GB/T 7714
SONG YongSheng,YAN JiaAn. anoverviewofrepresentationtheoremsforstaticriskmeasures[J]. scienceinchinaseriesamathematics,2009,52(7):1412.
APA SONG YongSheng,&YAN JiaAn.(2009).anoverviewofrepresentationtheoremsforstaticriskmeasures.scienceinchinaseriesamathematics,52(7),1412.
MLA SONG YongSheng,et al."anoverviewofrepresentationtheoremsforstaticriskmeasures".scienceinchinaseriesamathematics 52.7(2009):1412.
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