The risk transfer of non-tradable risks under model uncertainty
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Publication:1757937
DOI10.1007/s10114-011-0281-7zbMath1262.91067OpenAlexW2122007621MaRDI QIDQ1757937
Publication date: 7 November 2012
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-011-0281-7
Applications of statistics to actuarial sciences and financial mathematics (62P05) Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)
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