Decision principles derived from risk measures (Q661251): Difference between revisions

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Latest revision as of 21:14, 4 July 2024

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Decision principles derived from risk measures
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    Decision principles derived from risk measures (English)
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    10 February 2012
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    risk measurement
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    decision-making
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    axiomatization
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    measure of risk
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    premium principles
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    solvency capital principles
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    risk transfer principles
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    equivalent utility
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    Esscher transform
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    exponential utility
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