Convex Risk Measures: A Selection of Properties and its Applications
Document title: Convex Risk Measures: A Selection of Properties and its Applications
Journal: Boletín de la Sociedad Matemática Mexicana
Database: PERIÓDICA
System number: 000368834
ISSN: 0037-8615
Authors: 1
1
Institutions: 1Universidad de Guanajuato, Departamento de Economía y Finanzas, Guanajuato. México
Year:
Season: Oct
Volumen: 19
Number: 2
Pages: 237-254
Country: México
Language: Inglés
Document type: Artículo
Approach: Analítico, descriptivo
Disciplines: Matemáticas,
Economía
Keyword: Matemáticas aplicadas,
Finanzas públicas,
Mercados financieros,
Medidas de riesgo convexo,
Procesos de Levy,
Funciones de penalidad mínima
Keyword: Mathematics,
Economics,
Applied mathematics,
Public finance,
Financial markets,
Convex risk measures,
Levy processes,
Minimal penalty functions
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