Credible risk measures with applications in actuarial sciences and finance
Georgios Pitselis
| Year of publication: |
September 2016
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|---|---|
| Authors: | Pitselis, Georgios |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 70.2016, p. 373-386
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| Subject: | Quantile credibility | Credible risk measures | Influence function | Value at risk | Conditional tail expectation | Risikomaß | Risk measure | Glaubwürdigkeit | Credibility | Risiko | Risk | Theorie | Theory | Risikomodell | Risk model | Messung | Measurement | Versicherungsmathematik | Actuarial mathematics | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.06.018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011597330