Choosing a random distribution with prescribed risks

DOI10.1016/j.insmatheco.2013.03.014zbMath1284.60098MaRDI QIDQ2443239

Ignacio Cascos, Ilya S. Molchanov

Publication date: 4 April 2014

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.03.014

zbMATH Keywords

simulation; risk measure; Lorenz curve; random probability distribution

Mathematics Subject Classification ID

65C20: Probabilistic models, generic numerical methods in probability and statistics

60G57: Random measures

Related Items

Random distributions via sequential quantile array

Cites Work

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