Time consistency conditions for acceptability measures, with an application to Tail Value at Risk
| Year of publication: |
2007
|
|---|---|
| Authors: | Roorda, Berend ; Schumacher, J.M. |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 40.2007, 2, p. 209-230
|
| Publisher: |
Elsevier |