Back to Search
Start Over
Law invariant convex risk measures.
- Source :
- Advances in Mathematical Economics; 2005, p33-46, 14p
- Publication Year :
- 2005
-
Abstract
- As a generalization of a result by Kusuoka (2001), we provide the representation of law invariant convex risk measures. Very particular cases of law invariant coherent and convex risk measures are also studied. [ABSTRACT FROM AUTHOR]
- Subjects :
- MATHEMATICAL economics
ECONOMICS methodology
ECONOMETRICS
BESSEL functions
ECONOMICS
Subjects
Details
- Language :
- English
- ISBNs :
- 9784431538820
- Database :
- Complementary Index
- Journal :
- Advances in Mathematical Economics
- Publication Type :
- Book
- Accession number :
- 26173949
- Full Text :
- https://doi.org/10.1007/4-431-27233-X2