Coherent and convex monetary risk measures for unbounded càdlàg processes
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More about this item
KeywordsCoherent risk measures; Convex monetary risk measures; Coherent utility functionals; Concave monetary utility functionals; Unbounded càdlàg processes; Extension of risk measures; 91B30; 91B16; 60G07; 52A07; 46A55; 46A20; D81; C60; G18;
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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