Before revision: A new notion to risk measurespreserving the coherence axioms , that we call Copula Conditional Tail Expectation (CCTE), is given.
After revision: Our goal in this paper is to propose an alternative risk measure which takes into account the fluctuations of losses and possible correlations between random variables. This new notion of risk measures , that we call Copula Conditional Tail Expectation (CCTE), is given.