Sensitivity of risk measures with respect to the normal approximation of total claim distributions
Year of publication: 
2010


Authors:  Krätschmer, Volker ; Zähle, Henryk 
Publisher: 
Berlin : SFB 649, Economic Risk 
Subject:  Risiko  Messung  Versicherungstechnisches Risiko  Statistische Verteilung  Statistischer Fehler  Robustes Verfahren  Theorie  total claim distribution  [phi] and [alpha]mixing sequences of random variables  normal approximation  nonuniform BerryEsseen inequality  distortion risk measure  coherent risk measure  robust representation 
Series:  SFB 649 discussion paper ; 2010,033 

Type of publication:  Book / Working Paper 
Type of publication (narrower categories):  Working Paper 
Language:  English 
Other identifiers:  628587465 [GVK] hdl:10419/39297 [Handle] 
Classification:  G22  Insurance; Insurance Companies ; G32  Financing Policy; Capital and Ownership Structure 
Source: 

Sensitivity of risk measures with respect to the normal approximation of total claim distributions
Krätschmer, Volker, (2010)

Sensitivity of risk measures with respect to the normal approximation of total claim distributions
Krätschmer, Volker, (2010)

Sensitivity of risk measures with respect to the normal approximation of total claim distributions
Krätschmer, Volker, (2011)
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Sensitivity of risk measures with respect to the normal approximation of total claim distributions
Krätschmer, Volker, (2010)

Sensitivity of risk measures with respect to the normal approximation of total claim distributions
Krätschmer, Volker, (2011)

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