On a family of risk measures based on largest claims (Q2415968): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2019.02.003 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2916943243 / rank | |||
Normal rank | |||
Revision as of 21:18, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a family of risk measures based on largest claims |
scientific article |
Statements
On a family of risk measures based on largest claims (English)
0 references
23 May 2019
0 references
risk measure
0 references
premium principle
0 references
order statistics
0 references
stop-loss order
0 references
excess-wealth order
0 references
reinsurance
0 references
