On some layer-based risk measures with applications to exponential dispersion models.
Furman, Olga ; Furman, Edward
Journal of Probability and Statistics, Tome 2010 (2010), / Harvested from The Electronic Library of Mathematics
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Publié le : 2010-01-01
DOI : https://doi.org/10.1155/2010/357321
EUDML-ID : urn:eudml:doc:227828 
@article{05822153,
     title = {On some layer-based risk measures with applications to exponential dispersion models.},
     journal = {Journal of Probability and Statistics},
     volume = {2010},
     year = {2010},
     doi = {10.1155/2010/357321},
     zbl = {1200.91136},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05822153}
}

Furman, Olga; Furman, Edward. On some layer-based risk measures with applications to exponential dispersion models.. Journal of Probability and Statistics, Tome 2010 (2010) . doi : 10.1155/2010/357321. http://gdmltest.u-ga.fr/item/05822153/