Coherent Measures of Risk
Coherent Measures of Risk. CAS Seminar on Dynamic Financial Analysis June 8, 2001 Glenn Meyers Insurance Services Office, Inc. New Papers. “Coherent Measures of Risk” Philippe Artzner, Freddy Delbaen, Jean-Marc Eber and David Heath, Math. Finance 9 (1999), no. 3, 203-228
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