Vector Risk Functions View Full Text


Ontology type: schema:ScholarlyArticle      Open Access: True


Article Info

DATE

2012-11

AUTHORS

Alejandro Balbás, Raquel Balbás, Pedro Jiménez-Guerra

ABSTRACT

The paper introduces a new notion of vector-valued risk function, a crucial notion in Actuarial and Financial Mathematics. Both deviations and expectation bounded or coherent risk measures are defined and analyzed. The relationships with both scalar and vector risk functions of previous literature are discussed, and it is pointed out that this new approach seems to appropriately integrate several preceding points of view. The framework of the study is the general setting of Banach lattices and Bochner integrable vector-valued random variables. Sub-gradient linked representation theorems and practical examples are provided. More... »

PAGES

563-574

References to SciGraph publications

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s00009-011-0153-5

DOI

http://dx.doi.org/10.1007/s00009-011-0153-5

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1019368247


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