On a generalized form of risk measure | Macquarie University ResearchOnline

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Please use this identifier to cite or link to this item: http://hdl.handle.net/1959.14/138745

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Title: On a generalized form of risk measure
Related: Australian actuarial journal, Vol. 9, Issue 4, (2003), p.591-628
Publisher: Institute of Actuaries of Australia
Date: 2003
FoR/RFCD Code(s): 150200 Banking, Finance and Investment
Author/Creator: Elliott, Robert J
Author/Creator: Siu, Tak Kuen
Author/Creator: Yang, Hailiang
Description: This paper defines risk measure in a measure-theoretic framework and shows how some common risk measures can be interpreted using that definition.
Description: 38 page(s)
Subject Keyword: 150200 Banking, Finance and Investment
Resource Type: journal article
Organisation: Macquarie University. Dept. of Actuarial Studies

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