Loss reserving using loss aversion functions
type: Item
instance of: scholarly article
title: Loss reserving using loss aversion functions
zbMATH Open document ID: 1231.91164
author: Weihao Choo
author: Piet de Jong
published in: Insurance Mathematics \& Economics
publication date: 2012-02-10T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6004643
zbMATH Keywords: distortion operators
zbMATH Keywords: loss aversion
zbMATH Keywords: risk measure
zbMATH Keywords: percentile rank aversion
zbMATH Keywords: standard deviation principle
zbMATH Keywords: premium loading
zbMATH Keywords: expected maximum loss
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2009.07.005
OpenAlex ID: W3125336644
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DOI: 10.1016/J.INSMATHECO.2009.07.005
description: scientific article; zbMATH DE number 6004643