ERM-105-12: Coherent Measures of Risk – An Exposition for the Lay Actuary

📗erm-105-12
📖erm-learning-obj-3

#1

Reading Source: https://www.casact.org/pubs/forum/00sforum/meyers/Coherent%20Measures%20of%20Risk.pdf

Topics Covered in this Reading:

  • Introduction
  • A Motivation for the Definition of Coherence
  • Other Measures of Risk
  • The Representation Theorem
  • A Proposal for a Risk Measure