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Short Communications
On one limit relation for coherent measures of risk
L. A. Konovalov M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Received: 15.06.2008 Revised: 05.02.2009
Citation:
L. A. Konovalov, “On one limit relation for coherent measures of risk”, Teor. Veroyatnost. i Primenen., 55:1 (2010), 167–176; Theory Probab. Appl., 55:1 (2011), 144–153
Linking options:
https://www.mathnet.ru/eng/tvp4183https://doi.org/10.4213/tvp4183 https://www.mathnet.ru/eng/tvp/v55/i1/p167
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Statistics & downloads: |
Abstract page: | 422 | Full-text PDF : | 173 | References: | 62 |
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