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Some new classes of consistent risk measures

Marc Goovaerts, Rob Kaas, Jan Dhaene and Qihe Tang

Insurance: Mathematics and Economics, 2004, vol. 34, issue 3, 505-516

Date: 2004
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Insurance: Mathematics and Economics is currently edited by R. Kaas, Hansjoerg Albrecher, M. J. Goovaerts and E. S. W. Shiu

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