  The time value of money is a critical factor not only in risk analysis, but
also in insurance and financial applications. In this paper, we consider a
special class of set-valued risk statistics by introducing the time value of
money. In fact, the risk statistics established by this method is closer to
financial reality than traditional ones. Moreover, this new risk statistic can
be uesd for the quantification of portfolio risk. By further developing the
properties related to these risk statistics, we are able to derive
representation results for such risk.
