Iterative adjustment of survival functions by composed probability distortions
Alexis Bienvenüe and Didier Rullière
| Year of publication: |
2012
|
|---|---|
| Authors: | Bienvenüe, Alexis ; Rullière, Didier |
| Published in: |
The Geneva risk and insurance review. - Basingstoke : Palgrave Macmillan, ISSN 1554-964X, ZDB-ID 2197992-3. - Vol. 37.2012, 2, p. 156-179
|
| Subject: | probability distortions | mortality | iterated compositions | hyperbolic transform | risk measure | survival function transformation | Sterblichkeit | Mortality | Wahrscheinlichkeitsrechnung | Probability theory | Risikomaß | Risk measure | Schätztheorie | Estimation theory | Risiko | Risk |
| Extent: | graph. Darst. |
|---|---|
| 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://www.econbiz.de/10009714655