ONE‐PARAMETER FAMILIES OF DISTORTION RISK MEASURES (Q3650928): Difference between revisions

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Latest revision as of 05:55, 2 July 2024

scientific article
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English
ONE‐PARAMETER FAMILIES OF DISTORTION RISK MEASURES
scientific article

    Statements

    ONE‐PARAMETER FAMILIES OF DISTORTION RISK MEASURES (English)
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    7 December 2009
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    coherent risk measure
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    convex risk measure
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    distortion
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    insurance premium principle
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    parametric family
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    Identifiers