Bounds for concave distortion risk measures for sums of risks
Year of publication: |
2008
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Authors: | Campana, Antonella ; Ferretti, Paola |
Published in: |
Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]. - Milan [u.a.] : Springer, ISBN 88-470-0703-8. - 2008, p. 43-51
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Subject: | Risiko | Risk | Risikomodell | Risk model | Messung | Measurement | Risikomaß | Risk measure | Finanzmathematik | Mathematical finance | Theorie | Theory |
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