book chapterJan 1, 2002Closed access

Coherent Risk Measures on General Probability Spaces

FDFreddy Delbaen

ETH Zurich · Board of the Swiss Federal Institutes of Technology

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Abstract

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754
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Topics & keywords

Topics
Keywords
  • Probability measure
  • Mathematics
  • Random variable
  • Coherent risk measure
  • Measure (data warehouse)
  • Algebra of random variables
  • Probability theory
  • Regular conditional probability
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