TY - JOUR A2 - Nešlehová, Johanna AU - Furman, Olga AU - Furman, Edward PY - 2010 DA - 2010/06/28 TI - On Some Layer-Based Risk Measures with Applications to Exponential Dispersion Models SP - 357321 VL - 2010 AB - Layer-based counterparts of a number of well-known risk measures have been proposed and studied. Namely, some motivations and elementary properties have been discussed, and the analytic tractability hasbeen demonstrated by developing closed-form expressions in the general framework of exponential dispersion models. SN - 1687-952X UR - https://doi.org/10.1155/2010/357321 DO - 10.1155/2010/357321 JF - Journal of Probability and Statistics PB - Hindawi Publishing Corporation KW - ER -