Model points and Tail-VaR in life insurance
Michel Denuit; Julien Trufin
| Year of publication: |
2015
|
|---|---|
| Authors: | Denuit, Michel ; Trufin, Julien |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 64.2015, p. 268-272
|
| Subject: | Risk measures | Life insurance | Model points | Supermodular order | Convex order | Lebensversicherung | Theorie | Theory | Risikomodell | Risk model | Messung | Measurement | Risikomaß | Risk measure |
| 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/10011398062