The portfolio are a critical factor not only in risk analysis , but also in insurance and financial applications. In this paper, we consider a special class of risk statistics from the perspective of regulator. This new risk statistic can be uesd for the quantification of portfolio risk . By further developing the properties related to regulator-based risk statistics, we are able to derive dual representation for them .
Risk statistic is a critical factor not only for risk analysis but also for financial application. However, the traditional risk statistics may fail to describe the characteristics of regulator-based risk. In this paper, we consider the regulator-based risk statistics for portfolios . By further developing the properties related to regulator-based risk statistics, we are able to derive dual representation for such risk .
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The portfolio are
Risk statistic is
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in risk analysis , but also in insurance and financial applications.
for risk analysis but also for financial application. However, the traditional risk statistics may fail to describe the characteristics of regulator-based risk.
R
a special class of risk statistics from the perspective of regulator. This new risk statistic can be uesd for the quantification of portfolio risk
the regulator-based risk statistics for portfolios
R
them
such risk