Risk excess measures induced by hemi-metrics
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References listed on IDEAS
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- Faugeras, Olivier P. & Pagès, Gilles, 2024. "Risk quantization by magnitude and propensity," Insurance: Mathematics and Economics, Elsevier, vol. 116(C), pages 134-147.
- Asier Estevan & Roberto Maura & Óscar Valero, 2023. "Quasi-Metrics for Possibility Results: Intergenerational Preferences and Continuity," Mathematics, MDPI, vol. 11(2), pages 1-19, January.
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More about this item
Keywords
risk measure; mass transportation; hemi-metric; stochastic order;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2018-06-18 (Risk Management)
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