Calculation of Bayes premium for conditional elliptical risks
Alfred Kume; Enkelejd Hashorva
| Year of publication: |
2012
|
|---|---|
| Authors: | Kume, Alfred ; Hashorva, Enkelejd |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 51.2012, 3, p. 632-635
|
| Subject: | Theorie | Theory | Risikoprämie | Risk premium | Risiko | Risk | Bayes-Statistik | Bayesian inference | CAPM | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009683202