Nonlinearly transformed risk measures: properties and application to optimal reinsurance (Q5117678): Difference between revisions
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Revision as of 03:33, 20 March 2024
scientific article; zbMATH DE number 7239962
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinearly transformed risk measures: properties and application to optimal reinsurance |
scientific article; zbMATH DE number 7239962 |
Statements
Nonlinearly transformed risk measures: properties and application to optimal reinsurance (English)
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26 August 2020
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nonlinearly transformed risk measures
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weighted expected shortfall
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tail nonlinearly transformed risk measure
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disutility based risk measure
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optimal reinsurance
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