Encyclopedia of Quantitative Risk Analysis and Assessment
From MaRDI portal
Publication:5386155
DOI10.1002/9780470061596zbMath1167.91300OpenAlexW2104599430MaRDI QIDQ5386155
No author found.
Publication date: 18 April 2008
Full work available at URL: https://doi.org/10.1002/9780470061596
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (8)
DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE ⋮ A class of distortion measures generated from expectile and its estimation ⋮ Model-independent price bounds for catastrophic mortality bonds ⋮ The transmission disequilibrium/heterogeneity test with parental-genotype reconstruction for refined genetic mapping of complex diseases ⋮ Actuarial applications of the linear hazard transform in mortality immunization ⋮ Bank-sourced credit transition matrices: estimation and characteristics ⋮ The uncertain premium principle based on the distortion function ⋮ Introduction and overview of structured expert judgement
This page was built for publication: Encyclopedia of Quantitative Risk Analysis and Assessment