Similar risks have similar prices : a useful and exact quantification
Stephen J. Mildenhall
| Year of publication: |
2022
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|---|---|
| Authors: | Mildenhall, Stephen J. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 105.2022, p. 203-210
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| Subject: | Law invariant | Coherent risk measure | Convex risk measure | Distortion risk measure | Insurance pricing | Comonotonic | Risikomaß | Risk measure | Risiko | Risk | Messung | Measurement | Risikomodell | Risk model | Theorie | Theory | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.04.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013349010