Loss reserving using loss aversion functions (Q659135)
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scientific article; zbMATH DE number 6004643
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Loss reserving using loss aversion functions |
scientific article; zbMATH DE number 6004643 |
Statements
Loss reserving using loss aversion functions (English)
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10 February 2012
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distortion operators
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loss aversion
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risk measure
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percentile rank aversion
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standard deviation principle
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premium loading
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expected maximum loss
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0.7546840310096741
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0.754399836063385
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0.7397788166999817
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0.7284858226776123
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0.7195596098899841
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