Ruin-based risk measures in discrete-time risk models (Q784443)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin-based risk measures in discrete-time risk models |
scientific article |
Statements
Ruin-based risk measures in discrete-time risk models (English)
0 references
3 August 2020
0 references
ruin-based risk measures
0 references
discrete-time risk models
0 references
properties
0 references
stochastic orders
0 references
capital allocation
0 references
