An operational interpretation and existence of the Aumann-Serrano index of riskiness (Q429156)
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scientific article; zbMATH DE number 6049866
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| English | An operational interpretation and existence of the Aumann-Serrano index of riskiness |
scientific article; zbMATH DE number 6049866 |
Statements
An operational interpretation and existence of the Aumann-Serrano index of riskiness (English)
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26 June 2012
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Aumann-Serrano index of riskiness
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adjustment coefficient
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ruin probability
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0.8640055060386658
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0.8388306498527527
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0.8297659754753113
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0.8153985142707825
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0.8139901161193848
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