Maximum-loss, minimum-win and the Esscher pricing principle (Q3165702)
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scientific article; zbMATH DE number 6099733
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Maximum-loss, minimum-win and the Esscher pricing principle |
scientific article; zbMATH DE number 6099733 |
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Maximum-loss, minimum-win and the Esscher pricing principle (English)
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29 October 2012
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model risk
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portfolio optimization
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stress testing
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risk management
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robust optimization
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0.8350421
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0.8232954
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0.82025766
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0.8191558
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0.8179902
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0.8179665
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