Ruin-based risk measures in discrete-time risk models (Q784443)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7226841
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Ruin-based risk measures in discrete-time risk models |
scientific article; zbMATH DE number 7226841 |
Statements
Ruin-based risk measures in discrete-time risk models (English)
0 references
3 August 2020
0 references
ruin-based risk measures
0 references
discrete-time risk models
0 references
properties
0 references
stochastic orders
0 references
capital allocation
0 references
0 references
0.8277759552001953
0 references
0.8074713945388794
0 references
0.788689136505127
0 references
0.7884188294410706
0 references
