activity
20162023
most citedA characterization of the strong law of large numbers for Bernoulli sequences

2 citations · 3 across the 7 of their papers we have counts for

collaborators
Showing q-fin.MFShow all

1 paper · 1 filter

q-fin.MF2023

A note on the induction of comonotonic additive risk measures from acceptance sets

Samuel Solgon Santos, Marlon Ruoso Moresco, Marcelo Brutti Righi +1

We present simple general conditions on the acceptance sets under which their induced monetary risk and deviation measures are comonotonic additive. We show that acceptance sets in…