Risk measures and dependencies of risks (Q367525): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
(4 intermediate revisions by 3 users not shown) | |||
Property / author | |||
Property / author: Marc J. Goovaerts / rank | |||
Property / author | |||
Property / author: Marc J. Goovaerts / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62P05 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91B30 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62E10 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60E15 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6208412 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
dependency measures | |||
Property / zbMATH Keywords: dependency measures / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
distortion risk measures | |||
Property / zbMATH Keywords: distortion risk measures / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
premium principles | |||
Property / zbMATH Keywords: premium principles / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
risk measures | |||
Property / zbMATH Keywords: risk measures / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 01:06, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Risk measures and dependencies of risks |
scientific article |
Statements
Risk measures and dependencies of risks (English)
0 references
16 September 2013
0 references
dependency measures
0 references
distortion risk measures
0 references
premium principles
0 references
risk measures
0 references