Explicit diversification benefit for dependent risks
Year of publication: |
December, 2015
|
---|---|
Authors: | Dacorogna, Michel M. ; Elbahtouri, Laila ; Kratz, Marie |
Publisher: |
[Cergy-Pontoise] : ESSEC Business School |
Subject: | Risikopräferenz | Risk attitude | Risikomaß | Risk measure | Pareto-Optimum | Pareto efficiency | Monte-Carlo-Simulation | Monte Carlo simulation | Rückversicherung | Reinsurance |
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