What attitudes to risk underlie distortion risk measure choices?
Jaume Belles-Sampera, Montserrat Guillen, Miguel Santolino (Riskcenter-IREA, University of Barcelona, Barcelona, Spain)
| Year of publication: |
May 2016
|
|---|---|
| Authors: | Belles-Sampera, Jaume ; Guillén, Montserrat ; Santolino, Miguel ; Shen, Qingjie |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 68.2016, p. 101-109
|
| Subject: | Risk management | Tolerance | Risk behavior | GlueVaR | Degree of orness | Risikomanagement | Risiko | Risk | Risikomaß | Risk measure | Risikopräferenz | Risk attitude | Messung | Measurement | Entscheidung unter Risiko | Decision under risk | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.02.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011492606