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Coherent risk measures

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Blätter der DGVFM

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Authors and Affiliations

  1. Zürich

    Freddy Delbaen

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  1. Freddy Delbaen
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Diese Arbeit ist eine ausführliche Zusammenfassung des von Prof. Delbaen im Sommersemester 2000 im Rahmen des Kölner Versicherungsmathematischen Kolloquiums gehaltenen Vortrages (siehe dazu auch den Bericht von D. Brüggemann in diesem Band der Blätter). Dieser Vortrag basierte auf einer Arbeit von Prof. Delbaen, die auf den Seiten 47 bis 75 in den Proceedings zum AFIR-Colloquium 1999 in Tokio, herausgegeben von Institute of Actuaries of Japan, erschienen ist.

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Delbaen, F. Coherent risk measures. Blätter DGVFM 24, 733–739 (2000). https://doi.org/10.1007/BF02809088

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