About this document

Coherent Risk Measures and Aggregation by qq1812016515 is a document available to read on EtoBox.

This document discusses aggregate risk measures, focusing on coherent and convex risk measures, their properties, and examples. It defines key concepts such as acceptance sets and dual representations of risk measures, illustrating with examples like Value-at-Risk and distortion risk measures. The document emphasizes the importance of these measures in assessing and managing financial risk.

Author

qq1812016515

Language

EN