On some layer-based risk measures with applications to exponential dispersion models.

Furman, Olga, and Furman, Edward. "On some layer-based risk measures with applications to exponential dispersion models.." Journal of Probability and Statistics 2010 (2010): Article ID 357321, 19 p.-Article ID 357321, 19 p.. <http://eudml.org/doc/227828>.

@article{Furman2010,
author = {Furman, Olga, Furman, Edward},
journal = {Journal of Probability and Statistics},
language = {eng},
pages = {Article ID 357321, 19 p.-Article ID 357321, 19 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {On some layer-based risk measures with applications to exponential dispersion models.},
url = {http://eudml.org/doc/227828},
volume = {2010},
year = {2010},
}

TY - JOUR
AU - Furman, Olga
AU - Furman, Edward
TI - On some layer-based risk measures with applications to exponential dispersion models.
JO - Journal of Probability and Statistics
PY - 2010
PB - Hindawi Publishing Corporation, New York
VL - 2010
SP - Article ID 357321, 19 p.
EP - Article ID 357321, 19 p.
LA - eng
UR - http://eudml.org/doc/227828
ER -