Properties of a risk measure derived from the expected area in red (Q743159)
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scientific article; zbMATH DE number 6347059
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of a risk measure derived from the expected area in red |
scientific article; zbMATH DE number 6347059 |
Statements
Properties of a risk measure derived from the expected area in red (English)
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22 September 2014
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ruin probability
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risk measure
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expected area in red
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stochastic ordering
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risk limit
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