Insurance premium-based shortfall risk measure induced by cumulative prospect theory (Q2109017)
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scientific article; zbMATH DE number 7634985
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Insurance premium-based shortfall risk measure induced by cumulative prospect theory |
scientific article; zbMATH DE number 7634985 |
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Insurance premium-based shortfall risk measure induced by cumulative prospect theory (English)
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20 December 2022
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insurance premium-based shortfall risk measure
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generalized shortfall risk measure
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distortion risk measure
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cumulative prospect theory
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statistical robustness
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