A decomposition of general premium principles into risk and deviation (Q2234760)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A decomposition of general premium principles into risk and deviation |
scientific article |
Statements
A decomposition of general premium principles into risk and deviation (English)
0 references
19 October 2021
0 references
principle of premium calculation
0 references
risk measure
0 references
deviation measure
0 references
convex duality
0 references
superhedging
0 references
0 references
0 references
