The Axiomatic Approach to Risk Measures for Capital Determination

Föllmer, Hans; Weber, S.

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The Axiomatic Approach to Risk Measures for Capital Determination

Föllmer, Hans; Weber, S.

2015

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https://hdl.handle.net/10993/19708

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Disciplines :

Mathematics

Author, co-author :

Föllmer, Hans ; University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit ; Humboldt-Universität zu Berlin

Weber, S.

Language :

English

Title :

The Axiomatic Approach to Risk Measures for Capital Determination

Publication date :

2015

Version :

preliminary version

Number of pages :

Source :

http://www.math.hu-berlin.de/~foellmer/publications_complete.html

Available on ORBilu :

since 26 January 2015

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