Optimal allocation of policy limits and deductibles under distortioon risk measures
Year of publication: |
2009
|
---|---|
Authors: | Zhuang, Weiwei ; Chen, Zijin ; Hu, Taizhong |
Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 44.2009, 3, p. 409-414
|
Subject: | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk | Messung | Measurement | Allokation | Allocation |
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