Iterative adjustment of survival functions by composed probability distortions
Year of publication: |
2012
|
---|---|
Authors: | Bienvenüe, Alexis ; Rullière, Didier |
Published in: |
The Geneva risk and insurance review. - Basingstoke : Palgrave Macmillan, ISSN 1554-964X, ZDB-ID 2197992-3. - Vol. 37.2012, 2, p. 156-179
|
Subject: | probability distortions | mortality | iterated compositions | hyperbolic transform | risk measure | survival function transformation | Theorie | Theory | Sterblichkeit | Mortality | Wahrscheinlichkeitsrechnung | Probability theory |
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