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A stop-loss risk index - MaRDI portal

A stop-loss risk index (Q868318)

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scientific article; zbMATH DE number 5130416
Language Label Description Also known as
English
A stop-loss risk index
scientific article; zbMATH DE number 5130416

    Statements

    title
    A stop-loss risk index (English)
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    author
    Wang Wei
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    Yannis G. Yatracos
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    publication date
    2 March 2007
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    zbMATH Keywords
    Dutch premium
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    right-tail index
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    tail conditional expectation
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    tail ordering
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    Identifiers

    zbMATH DE Number
    5130416
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    OpenAlex ID
    W2030708700
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