A risk measure for income processes

Authors:   Pflug GC, Ruszczynski A

Publication Year:   2004

Reference:  In Risk Measures for the 21st Century, G. Szegoe (ed.)
John Wiley & Sons Inc., New York, NY, USA, pp. 249-269 [2004]

[ISBN 0-470-86154-1]

International Institute for Applied Systems Analysis (IIASA)
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