On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures |
scientific article |
Statements
On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (English)
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10 April 2014
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risk measurement
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Haezendonck-Goovaerts risk measure
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distortion risk measure
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mean value risk measure
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solvency requirements
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