Distortion measures and homogeneous financial derivatives
type: Item
instance of: scholarly article
title: Distortion measures and homogeneous financial derivatives
zbMATH Open document ID: 1401.91172
author: John A. Major
published in: Insurance Mathematics \& Economics
publication date: 2018-04-12T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6858905
zbMATH Keywords: distortion measures
zbMATH Keywords: financial derivatives
zbMATH Keywords: capital allocation
zbMATH Keywords: Aumann-Shapley
zbMATH Keywords: reinsurance
describes a project that uses: KernSmooth
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2017.12.006
OpenAlex ID: W2619038866
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DOI: 10.1016/J.INSMATHECO.2017.12.006
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description: scientific article; zbMATH DE number 6858905