Properties of a risk measure derived from the expected area in red
Stéphane Loisel; Julien Trufin
| Year of publication: |
2014
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|---|---|
| Authors: | Loisel, Stéphane ; Trufin, Julien |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 55.2014, p. 191-199
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| Subject: | Ruin probability | Risk measure | Expected area in red | Stochastic ordering | Risk limit | Risiko | Risk | Theorie | Theory | Risikomaß | Messung | Measurement | Erwartungsbildung | Expectation formation | Wahrscheinlichkeitsrechnung | Probability theory | Entscheidung unter Risiko | Decision under risk | Risikomanagement | Risk management | Stochastischer Prozess | Stochastic process | Risikomodell | Risk model |
| 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/10010366178