A decomposition of general premium principles into risk and deviation
Max Nendel, Frank Riedel, Maren Diane Schmeck
| Year of publication: |
2021
|
|---|---|
| Authors: | Nendel, Max ; Riedel, Frank ; Schmeck, Maren Diane |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 100.2021, p. 193-209
|
| Subject: | Convex duality | Deviation measure | Principle of premium calculation | Risk measure | Superhedging | Theorie | Theory | Risiko | Risk | Messung | Measurement | Risikomaß | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.05.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012622389