Some new classes of consistent risk measures
| Year of publication: |
2004
|
|---|---|
| Authors: | Goovaerts, Marc J. ; Kaas, Rob ; Dhaene, Jan ; Tang, Qihe |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 34.2004, 3, p. 505-516
|
| Publisher: |
Elsevier |