Copyright © 2010 Olga Furman and Edward Furman. This is an open access article distributed under the
Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Layer-based counterparts of a number of well-known risk measures have been proposed and studied. Namely, some motivations and elementary properties have been discussed, and the analytic tractability has
been demonstrated by developing closed-form expressions in the general framework of exponential dispersion models.