A family of premium principles based on mixtures of TVaRs (Q2520468)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A family of premium principles based on mixtures of TVaRs |
scientific article |
Statements
A family of premium principles based on mixtures of TVaRs (English)
0 references
13 December 2016
0 references
tail value-at-risk
0 references
premium principle
0 references
risk measure
0 references
order statistics
0 references
distortion function
0 references
0 references
