Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Maturity-independent risk measures   The new notion of maturity-independent risk measures is introduced and
contrasted with the existing risk measurement concepts. It is shown, by means
of two examples, one set on a finite probability space and the other in a
diffusion framework, that, surprisingly, some of the widely utilized risk
measures cannot be used to build maturity-independent counterparts. We
construct a large class of maturity-independent risk measures and give
representative examples in both continuous- and discrete-time financial models.

28
The categories of this paper are: alg-geom
22
The categories of this paper are: chao-dyn
9
The categories of this paper are: nlin
12
The categories of this paper are: nucl-th
31
The categories of this paper are: ao-sci
11
The categories of this paper are: hep-lat
7
The categories of this paper are: hep-th
23
The categories of this paper are: solv-int
5
The categories of this paper are: gr-qc
26
The categories of this paper are: bayes-an
29
The categories of this paper are: funct-an
36
The categories of this paper are: cmp-lg
25
The categories of this paper are: patt-sol
1
The categories of this paper are: cs
32
The categories of this paper are: atom-ph
4
The categories of this paper are: cond-mat