On some measures and distances for posit
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M. S. Finkelstein
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Article
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2003
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John Wiley and Sons
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English
β 146 KB
## Abstract A number of conventional measures of risk as realβvalued functions on the space of positive random variables are considered: the expected shortfall, the mean excess over the threshold, the stopβloss and some others. Ordering of risks, based on these measures and the distances between co