Language: | Slovenian |
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Year of publishing: | 2020 |
Typology: | 2.09 - Master's Thesis |
Organization: | UL FMF - Faculty of Mathematics and Physics |
Publisher: | [M. Šifrer] |
UDC: | 517.982 |
COBISS: | 18944857 |
Views: | 945 |
Downloads: | 175 |
Average score: | 0 (0 votes) |
Metadata: |
Secondary language: | English |
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Secondary title: | Risk measures |
Secondary abstract: | In this thesis we present risk measures. In the first section, basic notions and properties are introduced. The second part begins with an overview of the necessary tools from functional analysis and measure theory, which are then used for the representation of convex risk measures in terms of expected value of random variables. At the end, we present two special risk measures. |
Secondary keywords: | risk measure;convex risk measure;coherent risk measure; |
Type (COBISS): | Master's thesis/paper |
Study programme: | 0 |
Embargo end date (OpenAIRE): | 1970-01-01 |
Thesis comment: | Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Matematika - 2. stopnja |
Pages: | VII, 42 str. |
ID: | 11399758 |