Calculation of Bayes premium for conditional elliptical risks
Year of publication: |
2012
|
---|---|
Authors: | Kume, Alfred ; Hashorva, Enkelejd |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 51.2012, 3, p. 632-635
|
Subject: | Theorie | Theory | Risikoprämie | Risk premium | Risiko | Risk | CAPM | Bayes-Statistik | Bayesian inference | Statistische Verteilung | Statistical distribution |
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