An Ordinal Approach to Risk Measurement
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Keywordslattice; risk measure; Sugeno integral; quantile.;
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-10-16 (All new papers)
- NEP-BAN-2010-10-16 (Banking)
- NEP-FMK-2010-10-16 (Financial Markets)
- NEP-RMG-2010-10-16 (Risk Management)
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