Are quantile risk measures suitable for risk-transfer decisions?
Year of publication: |
2012
|
---|---|
Authors: | Guerra, Manuel ; Centeno, M.L. |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 50.2012, 3, p. 446-461
|
Publisher: |
Elsevier |
Subject: | Coherent risk measures | Conditional tail expectation | Risk | Risk measures | Optimal reinsurance | Quantile risk measures | Truncated stop loss | Value at Risk |
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