Coherent risk measure
id:
coherent-risk-measure-322-9951937
title:
Coherent risk measure
text:
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.
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Coherent_risk_measure
date created:
date modified:
2024-04-01T04:47:15Z
main entity:
{"identifier":"Q5141358","url":"https://www.wikidata.org/entity/Q5141358"}
image:
fields total:
13
integrity:
13