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South African Journal of Industrial Engineering
On-line version ISSN 2224-7890
Abstract
JASEMI, M.; KIMIAGARI, A.M. and MEMARIANI, A.. Development of a more applied version of coherency called 'sensible coherency' for assessment of financial risk measures. S. Afr. J. Ind. Eng. [online]. 2010, vol.21, n.1, pp.157-166. ISSN 2224-7890.
Koherensie word 'n noodsaaklike kenmerk van enige risikomaatstaf en is nou 'n aanvaarbare gereedskapstuk in die beoordeling van risikomaatstawwe. Die doel van hierdie artikel word bereik deur enersyds die aksiomas van koherensie te vereenvoudig en andersyds die paradoks tussen die aksiomas te verwyder. Die resultaat word "sinvolle koherensie" genoem.
