Distortion measures and homogeneous financial derivatives (Q1742711)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Distortion measures and homogeneous financial derivatives
scientific article

    Statements

    Distortion measures and homogeneous financial derivatives (English)
    0 references
    0 references
    12 April 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    distortion measures
    0 references
    financial derivatives
    0 references
    capital allocation
    0 references
    Aumann-Shapley
    0 references
    reinsurance
    0 references
    0 references