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Loss-based risk measures

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https://hal.archives-ouvertes.fr/hal-00840295
Contributor : Serena Benassù <>
Submitted on : Tuesday, July 2, 2013 - 11:03:25 AM
Last modification on : Friday, March 27, 2020 - 3:53:45 AM

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R. Cont, R. Deguest, X. He. Loss-based risk measures. Statistics & Risk Modeling with Applications in Finance and Insurance, De Gruyter, 2013, 30 (2), pp.133-167. ⟨10.1524/strm.2013.1132⟩. ⟨hal-00840295⟩

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