Distortion measures and homogeneous financial derivatives (Q1742711)
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scientific article; zbMATH DE number 6858905
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distortion measures and homogeneous financial derivatives |
scientific article; zbMATH DE number 6858905 |
Statements
Distortion measures and homogeneous financial derivatives (English)
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12 April 2018
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distortion measures
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financial derivatives
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capital allocation
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Aumann-Shapley
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reinsurance
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0.87990606
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0.87886554
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0.87079805
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0.8669816
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0.85701704
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0.84770274
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0.8462517
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