Copula based certainty equivalent risk measures and insurance premium principles (Q3071645)
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scientific article; zbMATH DE number 5846677
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Copula based certainty equivalent risk measures and insurance premium principles |
scientific article; zbMATH DE number 5846677 |
Statements
5 February 2011
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modified certainty equivalent
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mixed distributions
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copula functions
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0.8079968094825745
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0.7900099158287048
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0.778392493724823
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0.7643864154815674
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