Large deviations for risk measures in finite mixture models
Valeria Bignozzi, Claudio Macci, Lea Petrella
| Year of publication: |
May 2018
|
|---|---|
| Authors: | Bignozzi, Valeria ; Macci, Claudio ; Petrella, Lea |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 80.2018, p. 84-92
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| Subject: | Contraction principle | Lagrange multipliers | Quantile | Entropic risk measure | Relative entropy | Entropie | Entropy | Theorie | Theory | Risiko | Risk | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Messung | Measurement | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2018.03.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011872915