scientific article
From MaRDI portal
Publication:3566017
zbMath1192.91116MaRDI QIDQ3566017
Edward Furman, Zinoviy Landsman
Publication date: 7 June 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
distortion functiontail conditional expectationWang's premium principlerisk-adjusted tail conditional expectationrisk-adjusted tail standard deviationtail standard deviation
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (4)
On some layer-based risk measures with applications to exponential dispersion models ⋮ On a family of risk measures based on proportional hazards models and tail probabilities ⋮ DERIVING ROBUST BAYESIAN PREMIUMS UNDER BANDS OF PRIOR DISTRIBUTIONS WITH APPLICATIONS ⋮ Weighted premium calculation principles
This page was built for publication: