Decision principles derived from risk measures (Q661251): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.07.004 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2034850558 / rank | |||
Normal rank |
Revision as of 02:46, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Decision principles derived from risk measures |
scientific article |
Statements
Decision principles derived from risk measures (English)
0 references
10 February 2012
0 references
risk measurement
0 references
decision-making
0 references
axiomatization
0 references
measure of risk
0 references
premium principles
0 references
solvency capital principles
0 references
risk transfer principles
0 references
equivalent utility
0 references
Esscher transform
0 references
exponential utility
0 references