Basis risk management and randomly scaled uncertainty
M. Mercè Claramunt, Claude Lefèvre, Stéphane Loisel, Pierre Montesinos
| Year of publication: |
2022
|
|---|---|
| Authors: | Claramunt, Maria Mercè ; Lefevre, Claude ; Loisel, Stéphane ; Montesinos, Pierre |
| Published in: |
Insurance. - 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.08.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013471199