Pietro Baroni, Renato Pelessoni, Paolo Vicig. Shortfall-dependant Risk Measures (and Previsions). In Martin Stepnicka, Vilém Novák, Ulrich Bodenhofer, editors, New Dimensions in Fuzzy Logic and Related Technologies. Proceedings of the 5th EUSFLAT Conference, Ostrava, Czech Republic, September 11-14, 2007, Volume 1: Invited Lectures and Special Sessions. pages 281-288, Universitas Ostraviensis, 2007. [doi]
Abstract is missing.