Conditional tail expectation and premium calculation (Q2866015)
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scientific article; zbMATH DE number 6237807
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Conditional tail expectation and premium calculation |
scientific article; zbMATH DE number 6237807 |
Statements
12 December 2013
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premium principles
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loss function
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risk measures
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value at risk
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conditional tail expectation
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Conditional tail expectation and premium calculation (English)
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0.796601414680481
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0.7942652702331543
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0.7827312350273132
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