- Author
- Boczek Michał (Politechnika Łódzka)
- Title
- O pewnych miarach ryzyka
On some risk measures - Source
- Roczniki Kolegium Analiz Ekonomicznych / Szkoła Główna Handlowa, 2015, nr 37, s. 323-337, rys., bibliogr. 21 poz.
- Issue title
- Zagadnienia aktuarialne - teoria i praktyka
- Keyword
- Analiza ryzyka, Teoria ryzyka, Pomiar ryzyka
Risk analysis, Theory of risk, Risk measures - Note
- streszcz., summ
- Abstract
- Celem pracy jest wprowadzenie funkcjonałów zdefiniowanych dla pewnych rodzin zmiennych losowych przy użyciu pseudomiar, zwanych również miarami monotonicznymi lub miarami rozmytymi. Funkcjonały te mogą stać się alternatywnym narzędziem do mierzenia ryzyka. Podamy ich interpretację graficzną oraz wybrane własności. (abstrakt oryginalny)
The aim of this paper is to introduce functionals defined for some families of random variables by using pseudomeasures, also known as monotone measures or fuzzy measures. These functionals can become an alternative tool for measuring risk. We will give their graphical interpretation and selected properties.(original abstract) - Accessibility
- The Library of Warsaw School of Economics
The Main Library of Poznań University of Economics and Business - Bibliography
-
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- Cited by
- ISSN
- 1232-4671
- Language
- pol
