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Volumn 32, Issue 6, 2008, Pages 986-994

On Haezendonck risk measures

Author keywords

Coherent risk measures; Conditional Value at Risk; Inf convolution; Law invariant risk measures; Orlicz norms; Premium principles; Risk measures

Indexed keywords


EID: 43049177967     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2007.07.007     Document Type: Article
Times cited : (44)

References (30)
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.