基于风险价值不能准确度量风险以及缺乏次可加性。
Valve at Risk is unable to measure the risk exactly and lack of subadditive.
在一定的条件下,我们证明了这两种次可加测度压是等价的。
Furthermore, we proved that this two definitions was equivalent under some assumptions.
基于风险价值不能准确度量风险以及缺乏次可加性这些缺点,目前国际上有人提出用损失期望值来测量风险。
At last, as valve at Risk is unable to measure the risk exactly and lack of subadditive , therefore, it is suggested in the international that Expected shortfall should be used to measure risk.
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