# Risk Measure-identication

Let X be a variable with existing moment generating function $$M_x(z)=E[e^{zX}]$$. Define the following risk measure: $$\rho_{\alpha}(X)=inf_{z>0}(z^{-1}ln(\frac{M_x(z)}{1-\alpha}))$$

Does anyone know the name of this risk measure? Also, how could I prove this function is subadditive?