On inequalities for moments and the covariance of monotone functions
Klaus D. Schmidt
| Year of publication: |
2014
|
|---|---|
| Authors: | Schmidt, Klaus D. |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 55.2014, p. 91-95
|
| Subject: | Correlation | Comonotonicity | Risk measures | Esscher premium | Collective model | Reinsurance | Theorie | Theory | Korrelation | Rückversicherung | Risikomodell | Risk model | Risiko | Risk | Risikomaß | Risk measure | Messung | Measurement |
| 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/10010366203