On a robust risk measurement approach for capital determination errors minimization
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Publication:2212174
DOI10.1016/j.insmatheco.2020.10.007zbMath1452.91076arXiv1707.09829OpenAlexW3094035207MaRDI QIDQ2212174
Marcelo Brutti Righi, Marlon Ruoso Moresco, Fernanda Maria Müller
Publication date: 19 November 2020
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.09829
risk measuresuncertainty modelingdeviation measurescapital determinationunderestimation and overestimation costs
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