Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
A family of premium principles based on mixtures of TVaRs - MaRDI portal

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

    title
    A family of premium principles based on mixtures of TVaRs (English)
    0 references
    author
    Miguel A. Sordo
    0 references
    Gema Pigueiras
    0 references
    publication date
    13 December 2016
    0 references
    zbMATH Keywords
    tail value-at-risk
    0 references
    premium principle
    0 references
    risk measure
    0 references
    order statistics
    0 references
    distortion function
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62P05
    0 references
    60E15
    0 references
    62B10
    0 references
    91B30
    0 references
    zbMATH DE Number
    6662977
    0 references
    OpenAlex ID
    W2485515197
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2520468&oldid=36294491"
    Powered by MediaWiki