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~isPartOf:"Insurance / Mathematics & economics"
~person:"Asano, Takao"
~subject:"Risiko"
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Risiko
Convex risk measure
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Monetary utility function
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Nutzenfunktion
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Optimal initial capital
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Optimized certainty equivalent
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Asano, Takao
Li, Jingyuan
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Insurance / Mathematics & economics
KIER discussion paper series : discussion paper ...
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Annals of operations research ; volume 284, numbers 1 (January 2020)
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Optimal initial capital induced by the optimized certainty equivalent
Arai, Takuji
;
Asano, Takao
;
Nishide, Katsumasa
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 115-125
Persistent link: https://www.econbiz.de/10011990619
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