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scientific article; zbMATH DE number 845459
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scientific article; zbMATH DE number 845459

    Statements

    author
    Werner Hürlimann
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    publication date
    12 November 1996
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    zbMATH Keywords
    risk measures
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    relative risk measures
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    loss ratio orderings
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    stochastic dominance relations
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    transformed risks
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    Black-Scholes model
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    generalized Dutch premium principle
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    stop-loss order preservation
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    bonus strategies
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    Identifiers

    zbMATH DE Number
    845459
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