A Comonotonic Image of Independence for Additive Risk Measures
Year of publication: |
2004-03-15
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Authors: | Goovaerts, Marc J. ; Kaas, Rob ; Laeven, Roger J.A. ; Tang, Qihe |
Institutions: | Tinbergen Institute |
Subject: | Risk measures | Additivity | Exponential order | Laplace transform order | Esscher transform | Comonotonicity |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 04-030/4 |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; G22 - Insurance; Insurance Companies |
Source: |
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A Comonotonic Image of Independence for Additive Risk Measures
Goovaerts, Marc J., (2004)
-
A comonotonic image of independence for additive risk measures
Goovaerts, Marc J., (2004)
-
A Comonotonic Image of Independence for Additive Risk Measures
Goovaerts, Marc J., (2004)
- More ...
-
A Comonotonic Image of Independence for Additive Risk Measures
Goovaerts, Marc J., (2004)
-
A comonotonic image of independence for additive risk measures
Goovaerts, Marc J., (2004)
-
A Comonotonic Image of Independence for Additive Risk Measures
Goovaerts, Marc J., (2004)
- More ...