Basis risk management and randomly scaled uncertainty
Year of publication: |
2022
|
---|---|
Authors: | Claramunt, Maria Mercè ; Lefevre, Claude ; Loisel, Stéphane ; Montesinos, Pierre |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 107.2022, p. 123-139
|
Subject: | Basis riskIndex-based insurance | Randomly scaled variabless-convex orders | Penalty functions | Risikomanagement | Risk management | Risiko | Risk | Theorie | Theory | Risikomodell | Risk model | Entscheidung unter Unsicherheit | Decision under uncertainty | Versicherung | Insurance | Hedging |
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