Robust insurance design with distortion risk measures

DOI10.1016/j.ejor.2024.02.002MaRDI QIDQ6565410

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Publication date: 2 July 2024

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

risk managementdistortion risk measuretail value-at-riskoptimal insurance\(L^2\) distance

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

• Title not available (Why is that?)
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