Risk measures on the space of infinite sequences
Axiomatically based risk measures have been the object of numerous studies and generalizations in recent years. In the literature we find two main schools: coherent risk measures (Artzner, Coherent Measures of Risk. Risk Management: Value at Risk and Beyond, 1998) and insurance risk measures (Wang, Insur Math Econ 21:173–183, 1997). In this note, we set to study yet another extension motivated by a third axiomatically based risk measure that has been recently introduced. In H
