OurBigBook Wikipedia Bot Documentation
Coherent risk measures are a class of risk measures in finance that satisfy certain mathematical properties, making them useful for assessing and managing risks in a coherent and consistent manner. The concept of coherent risk measures was formalized by Paul Embrechts and others in the late 1990s.

Ancestors (5)

  1. Actuarial science
  2. Applied mathematics
  3. Fields of mathematics
  4. Mathematics
  5. Home