Loss-Based Risk Measures
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- Zimny, Jacek & Michalak, Piotr & Szczotka, Krzysztof, 2015. "Polish heat pump market between 2000 and 2013: European background, current state and development prospects," Renewable and Sustainable Energy Reviews, Elsevier, vol. 48(C), pages 791-812.
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Keywordsrisk measure; coherent risk measure; Fenchel-Legendre transform; Choquet capacity;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-10-15 (All new papers)
- NEP-FMK-2011-10-15 (Financial Markets)
- NEP-MIC-2011-10-15 (Microeconomics)
- NEP-RMG-2011-10-15 (Risk Management)
- NEP-UPT-2011-10-15 (Utility Models & Prospect Theory)
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