Optimal risk transfer under quantile-based risk measurers (Q2446006): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: robustbase / rank | |||
Normal rank | |||
Revision as of 18:30, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal risk transfer under quantile-based risk measurers |
scientific article |
Statements
Optimal risk transfer under quantile-based risk measurers (English)
0 references
15 April 2014
0 references
expected shortfall
0 references
distorted risk measure
0 references
premium principle
0 references
optimal reinsurance
0 references
truncated tail value-at-risk
0 references
value-at-risk
0 references
