Premium Calculation for Fat-tailed Risk (Q5490584)
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scientific article; zbMATH DE number 5060048
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Premium Calculation for Fat-tailed Risk |
scientific article; zbMATH DE number 5060048 |
Statements
Premium Calculation for Fat-tailed Risk (English)
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4 October 2006
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exponential principle
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power principle, constant risk aversion
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tail-index uncertainty
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expected value of extremes
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0.8654136657714844
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0.8654136657714844
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0.790621280670166
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0.7655383944511414
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0.7621434330940247
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