On Some Layer-Based Risk Measures with Applications to Exponential Dispersion Models

Joint Authors

Furman, Edward
Furman, Olga

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

Mathematics

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