|
|||||
|
|
Monetary risk measures for stochastic processes via Orlicz duality |
|
| Authors: | Kountzakis Christos E. Rossello Damiano |
| Affiliation: | 1.Department of Mathematics, University of the Aegean, 83200, Samos, Greece ;2.Department of Economics and Business, University of Catania, 95129, Catania, Italy ; |
| Abstract: | Decisions in Economics and Finance - In this article, we extend the framework of monetary risk measures for stochastic processes to account for heavy tailed distributions of random cash flows... |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ | |