083010 (M10, M12) Stop-loss bounds for d
📂
Article
📅
1997
🏛
Elsevier Science
🌐
English
⚖ 89 KB
A structure of financial loss on probability space is considered. The financial loss is represented as difference between loss and gain. In this general mathematical framework, the inequality of Bowers (1969) on the mean loss, as well as inequalities by Kremer (1990), H0rlimann (1993 a/b) on the los