Before revision:  In this paper we present a class of risk measures composed of coherent risk measures with generalized deviation measures . Based on the  Limitedness axiom, we prove that this set is a sub-class of coherent risk measures.
After revision: The definition of risk is based on two main concepts: the possibility of loss, and variability. In this paper we present a class of risk measures composed of coherent risk measures with generalized deviation measures . Based on the Limitedness axiom, we prove that this set is a sub-class of coherent risk measures.