A Unified Approach to Generate Risk Measures

DOI10.2143/AST.33.2.503689zbMath1098.91539OpenAlexW2519680648MaRDI QIDQ4661679

Jan Dhaene, Rob Kaas, Marc J. Goovaerts, Qi-he Tang

Publication date: 30 March 2005

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.33.2.503689

zbMATH Keywords

risk measureMarkov inequalityinsurance premium principle

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)

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