The risk transfer of non-tradable risks under model uncertainty
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Publication:1757937
DOI10.1007/s10114-011-0281-7zbMath1262.91067MaRDI QIDQ1757937
Publication date: 7 November 2012
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-011-0281-7
62P05: Applications of statistics to actuarial sciences and financial mathematics
60G35: Signal detection and filtering (aspects of stochastic processes)
46N10: Applications of functional analysis in optimization, convex analysis, mathematical programming, economics
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