Spatial Risk Measures: Local Specification and Boundary Risk

Reference : Spatial Risk Measures: Local Specification and Boundary Risk


	Document type :	Parts of books : Contribution to collective works
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/19709

Title :	Spatial Risk Measures: Local Specification and Boundary Risk
Language :	English
Author, co-author :	Föllmer, Hans [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit > ; Humboldt-Universität zu Berlin > Department of Mathematics]
	Klüppelberg, Claudia []
Publication date :	2014
Main document title :	Stochastic Analysis and Applications 2014 - In Honour of Terry Lyons
Editor :	Crisan, D.
	Hambly, B.
	Zariphopoulou, T.
Publisher :	Springer
Collection and collection volume :	Proceedings in Mathematics & Statistics 100
Pages :	307-326
Peer reviewed :	Yes
ISBN :	978-3319112916
Permalink :	http://hdl.handle.net/10993/19709

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Open access	Foellmer_Klueppelberg_2014.pdf_l_LP_Spatial Risk Measures.pdf		Author preprint	233.74 kB	View/Open

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