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  1. Mediterranean Journal of Mathematics
  2. Mediterranean Journal of Mathematics : Volume 9
  3. Mediterranean Journal of Mathematics : Volume 9, Issue 4, November 2012
  4. Vector Risk Functions
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Mediterranean Journal of Mathematics : Volume 14
Mediterranean Journal of Mathematics : Volume 13
Mediterranean Journal of Mathematics : Volume 12
Mediterranean Journal of Mathematics : Volume 11
Mediterranean Journal of Mathematics : Volume 10
Mediterranean Journal of Mathematics : Volume 9
Mediterranean Journal of Mathematics : Volume 9, Issue 4, November 2012
Vector Risk Functions
Multiplication Operators on the Iterated Logarithmic Lipschitz Spaces of a Tree
Neumann Boundary Value Problems with not Coercive Potential
Determining the Source Term in an Abstract Parabolic Problem From a Time Integral of the Solution
Power Series of Bernstein Operators and Approximation of Resolvents
Some Limit Theorems for Delayed Sums of Dependent Random Sequence
Packing Dimension of Measures Associated with $${\widetilde{Q}}$$ -Representation
On Real Forms of Belyi Surfaces With Symmetric Groups of Automorphisms
Notes on Semiarcs
The 0-Homogenous Complete Lift Metric
A Characterization of Self-similar Symbolic Spaces
Existence of Integrable Solutions of an Integral Equation of Hammerstein Type on an Unbounded Interval
Continuity in the Coarse and Weak Shape Categories
Extension and Lifting of Operators and Polynomials
Interior Boundaries for Degenerate Elliptic Equations and Viscosity Solutions
Existence Results for Critical Semi-linear Equations on Heisenberg Group Domains
Bernstein-type Operators on a Triangle with One Curved Side
Identities with Generalized Derivations in Prime Rings
Numerical Solutions of Matrix Differential Models Using Higher-Order Matrix Splines
Multidimensional Hilbert-type Inequality on the Weighted Orlicz Spaces
Frames for Weighted Shift-invariant Spaces
Mediterranean Journal of Mathematics : Volume 9, Issue 3, August 2012
Mediterranean Journal of Mathematics : Volume 9, Issue 2, May 2012
Mediterranean Journal of Mathematics : Volume 9, Issue 1, February 2012
Mediterranean Journal of Mathematics : Volume 8
Mediterranean Journal of Mathematics : Volume 7
Mediterranean Journal of Mathematics : Volume 6
Mediterranean Journal of Mathematics : Volume 5
Mediterranean Journal of Mathematics : Volume 4
Mediterranean Journal of Mathematics : Volume 3
Mediterranean Journal of Mathematics : Volume 2
Mediterranean Journal of Mathematics : Volume 1

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Vector Risk Functions

Content Provider Springer Nature Link
Author Balbás, Alejandro Balbás, Raquel Jiménez Guerra, Pedro
Copyright Year 2011
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.
Ending Page 574
Page Count 12
Starting Page 563
File Format PDF
ISSN 16605446
e-ISSN 16605454
Journal Mediterranean Journal of Mathematics
Issue Number 4
Volume Number 9
Language English
Publisher SP Birkhäuser Verlag Basel
Publisher Date 2011-09-07
Publisher Place Basel
Access Restriction One Nation One Subscription (ONOS)
Subject Keyword representation theorem Vector risk function dynamic risk measures and other examples Risk theory, insurance Financial applications of other theories (stochastic control, calculus of variations, PDE, SPDE, dynamical systems) Mathematics
Content Type Text
Resource Type Article
Subject Mathematics
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