Conditional tail expectation and premium calculation (Q2866015)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Conditional tail expectation and premium calculation |
scientific article; zbMATH DE number 6237807
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional tail expectation and premium calculation |
scientific article; zbMATH DE number 6237807 |
Statements
12 December 2013
0 references
premium principles
0 references
loss function
0 references
risk measures
0 references
value at risk
0 references
conditional tail expectation
0 references
Conditional tail expectation and premium calculation (English)
0 references
