anoverviewofrepresentationtheoremsforstaticriskmeasures

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	anoverviewofrepresentationtheoremsforstaticriskmeasures
	SONG YongSheng; YAN JiaAn
	2009
发表期刊	scienceinchinaseriesamathematics
ISSN	1006-9283
卷号	52 期号:7 页码:1412
摘要	In 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.
语种	英语
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/37376
专题	应用数学研究所
作者单位	中国科学院数学与系统科学研究院
推荐引用方式 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.