Law-invariant functionals that collapse to the mean
Fabio Bellini, Pablo Koch-Medina, Cosimo Munari, Gregor Svindland
| Year of publication: |
2021
|
|---|---|
| Authors: | Bellini, Fabio ; Koch Medina, Pablo ; Munari, Cosimo-Andrea ; Svindland, Gregor |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 98.2021, p. 83-91
|
| Subject: | Affinity | Law invariance | Pricing rules | Risk measures | Translation invariance | Theorie | Theory | Risiko | Risk | Risikomaß | Risk measure | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.03.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012545267