Generalized Shortfall Risk Measure Based on Insurance Premium
Year of publication: |
[2021]
|
---|---|
Authors: | Zhang, Sainan ; Xu, Huifu |
Publisher: |
[S.l.] : SSRN |
Subject: | Risikomaß | Risk measure | Versicherungsbeitrag | Insurance premium | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomodell | Risk model | Messung | Measurement | Risikoprämie | Risk premium |
Extent: | 1 Online-Ressource (35 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 8, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3819088 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The distortion principle for insurance pricing : properties, identification and robustness
Escobar, Debora Daniela, (2020)
-
Capital allocation based on the tail covariance premium adjusted
Wang, Min, (2014)
-
Characterization of convex premium principles
Cardin, Marta, (2008)
- More ...
-
Insurance premium-based shortfall risk measure induced by cumulative prospect theory
Zhang, Sainan, (2022)
-
A two stage stochastic equilibrium model for electricity markets with two way contracts
Zhang, Dali, (2010)
-
Confidence Levels for CVaR Risk Measures and Minimax Limits*
Anderson, Edward, (2014)
- More ...