Robust insurance design with distortion risk measures
Tim J. Boonen, Wenjun Jiang
| Year of publication: |
2024
|
|---|---|
| Authors: | Boonen, Tim J. ; Jiang, Wenjun |
| Published in: |
European journal of operational research : EJOR. - Amsterdam [u.a.] : Elsevier, ISSN 0377-2217, ZDB-ID 1501061-2. - Vol. 316.2024, 2 (16.7.), p. 694-706
|
| Subject: | distance | Distortion risk measure | Optimal insurance | Risk management | Tail Value-at-Risk | Risikomaß | Risk measure | Risikomanagement | Risikomodell | Risk model | Theorie | Theory | Messung | Measurement | Risiko | Risk | Versicherung | Insurance |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2024.02.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014575576