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On Some Layer-Based Risk Measures with Applications to Exponential Dispersion Models
Joint Authors
Source
Journal of Probability and Statistics
Issue
Vol. 2010, Issue 2010 (31 Dec. 2010), pp.1-19, 19 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2010-06-28
Country of Publication
Egypt
No. of Pages
19
Main Subjects
Abstract EN
Layer-based counterparts of a number of well-known risk measures have been proposed and studied.
Namely, some motivations and elementary properties have been discussed, and the analytic tractability has been demonstrated by developing closed-form expressions in the general framework of exponential dispersion models.
American Psychological Association (APA)
Furman, Olga& Furman, Edward. 2010. On Some Layer-Based Risk Measures with Applications to Exponential Dispersion Models. Journal of Probability and Statistics،Vol. 2010, no. 2010, pp.1-19.
https://search.emarefa.net/detail/BIM-465516
Modern Language Association (MLA)
Furman, Olga& Furman, Edward. On Some Layer-Based Risk Measures with Applications to Exponential Dispersion Models. Journal of Probability and Statistics No. 2010 (2010), pp.1-19.
https://search.emarefa.net/detail/BIM-465516
American Medical Association (AMA)
Furman, Olga& Furman, Edward. On Some Layer-Based Risk Measures with Applications to Exponential Dispersion Models. Journal of Probability and Statistics. 2010. Vol. 2010, no. 2010, pp.1-19.
https://search.emarefa.net/detail/BIM-465516
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-465516