Risk Measures For Non-Integrable Random Variables
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Bibliographic InfoArticle provided by Wiley Blackwell in its journal Mathematical Finance.
Volume (Year): 19 (2009)
Issue (Month): 2 ()
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- Keita Owari, 2013.
"Maximum Lebesgue Extension of Monotone Convex Functions,"
CARF-F-315, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Keita Owari, 2013. "Maximum Lebesgue Extension of Monotone Convex Functions," Papers 1304.7934, arXiv.org, revised Jan 2014.
- Paul Embrechts & Giovanni Puccetti & Ludger Rüschendorf & Ruodu Wang & Antonela Beleraj, 2014. "An Academic Response to Basel 3.5," Risks, MDPI, Open Access Journal, vol. 2(1), pages 25-48, February.
- Keita Owari, 2012. "Maximum Lebesgue Extension Of Convex Risk Measures," CARF F-Series CARF-F-287, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Bernard, Carole & Jiang, Xiao & Wang, Ruodu, 2014. "Risk aggregation with dependence uncertainty," Insurance: Mathematics and Economics, Elsevier, vol. 54(C), pages 93-108.
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