Decomposition of general premium principles into risk and deviation
Year of publication: |
[2020]
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Authors: | Nendel, Max ; Schmeck, Maren Diane ; Riedel, Frank |
Publisher: |
Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University |
Subject: | Principles of premium calculation | risk measure | deviation measure | convexduality | superhedging | Risiko | Risk | Messung | Measurement | Risikoprämie | Risk premium | Risikomaß | Risk measure | Theorie | Theory | Risikomanagement | Risk management |
Extent: | 1 Online-Ressource (circa 17 Seiten) Illustrationen |
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Series: | Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW). - Bielefeld : IMW, ISSN 2942-9536, ZDB-ID 2437810-0. - Vol. 638 (June 2020) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/227834 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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