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


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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