About: Coherent risk measure

An Entity of Type: Thing, from Named Graph: http://dbpedia.org, within Data Space: dbpedia.org

In the fields of actuarial science and financial economics there are a number of ways that risk can be defined; to clarify the concept theoreticians have described a number of properties that a risk measure might or might not have. A coherent risk measure is a function that satisfies properties of monotonicity, sub-additivity, homogeneity, and translational invariance.

thumbnail
Property Value
dbo:abstract
  • In the fields of actuarial science and financial economics there are a number of ways that risk can be defined; to clarify the concept theoreticians have described a number of properties that a risk measure might or might not have. A coherent risk measure is a function that satisfies properties of monotonicity, sub-additivity, homogeneity, and translational invariance. (en)
dbo:thumbnail
dbo:wikiPageID
  • 5235067 (xsd:integer)
dbo:wikiPageLength
  • 15222 (xsd:nonNegativeInteger)
dbo:wikiPageRevisionID
  • 1124950554 (xsd:integer)
dbo:wikiPageWikiLink
dbp:wikiPageUsesTemplate
dcterms:subject
rdfs:comment
  • In the fields of actuarial science and financial economics there are a number of ways that risk can be defined; to clarify the concept theoreticians have described a number of properties that a risk measure might or might not have. A coherent risk measure is a function that satisfies properties of monotonicity, sub-additivity, homogeneity, and translational invariance. (en)
rdfs:label
  • Coherent risk measure (en)
owl:sameAs
prov:wasDerivedFrom
foaf:depiction
foaf:isPrimaryTopicOf
is dbo:wikiPageRedirects of
is dbo:wikiPageWikiLink of
is foaf:primaryTopic of
Powered by OpenLink Virtuoso    This material is Open Knowledge     W3C Semantic Web Technology     This material is Open Knowledge    Valid XHTML + RDFa
This content was extracted from Wikipedia and is licensed under the Creative Commons Attribution-ShareAlike 3.0 Unported License