Insurance premium-based shortfall risk measure induced by cumulative prospect theory (Q2109017)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Insurance premium-based shortfall risk measure induced by cumulative prospect theory |
scientific article; zbMATH DE number 7634985
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Insurance premium-based shortfall risk measure induced by cumulative prospect theory |
scientific article; zbMATH DE number 7634985 |
Statements
Insurance premium-based shortfall risk measure induced by cumulative prospect theory (English)
0 references
20 December 2022
0 references
insurance premium-based shortfall risk measure
0 references
generalized shortfall risk measure
0 references
distortion risk measure
0 references
cumulative prospect theory
0 references
statistical robustness
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
