Auflistung Volume 2004 nach Schlagwort "Risk"
Anzeige der Publikationen 1-2 von 2
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2004-03-25BuchConditional Risk Mappings We introduce an axiomatic definition of a conditional convex risk mapping and we derive its properties. In particular, we prove a representation theorem for conditional risk mappings in terms of conditional expectations. ...
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2004-03-01BuchConvexification of stochastic ordering We consider sets defined by the usual stochastic ordering relation and by the second order stochastic dominance relation. Under fairy general assumptions we prove that in the space of integrable random variables the closed ...