Representation of concave distortions and applications
Gero Junike
| Year of publication: |
2019
|
|---|---|
| Authors: | Junike, Gero |
| Subject: | coherent risk measure | log-concavity | premium principle | Representation of distortion functions | WANG-transform | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk | Messung | Measurement | Risikoprämie | Risk premium |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2019.1615543 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194997