Abstract
This paper defines risk measure in a measure-theoretic framework and shows how some common risk measures can be interpreted using that definition.
Original language | English |
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Pages (from-to) | 591-628 |
Number of pages | 38 |
Journal | Australian actuarial journal |
Volume | 9 |
Issue number | 4 |
Publication status | Published - 2003 |
Externally published | Yes |