Convex risk measures for the aggregation of multiple information sources and applications in insurance
G.I. Papayiannis and A.N. Yannacopoulos
| Year of publication: |
August-December 2018
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| Authors: | Papayiannis, G. I. ; Yannacopoulos, Athanasios N. |
| Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2018, 9, p. 792-822
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| Subject: | Model uncertainty | model aggregation | convex risk measures | robustness | Fréchet variance | Risiko | Risk | Theorie | Theory | Messung | Measurement | Aggregation | Risikomaß | Risk measure | Risikomodell | Risk model | Entscheidung unter Risiko | Decision under risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2018.1461129 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011939747