On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 09:16, 5 March 2024
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)
0 references
10 April 2014
0 references
risk measurement
0 references
Haezendonck-Goovaerts risk measure
0 references
distortion risk measure
0 references
mean value risk measure
0 references
solvency requirements
0 references