Law-invariant functionals that collapse to the mean
Year of publication: |
2021
|
---|---|
Authors: | Bellini, Fabio ; Koch Medina, Pablo ; Munari, Cosimo-Andrea ; Svindland, Gregor |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 98.2021, p. 83-91
|
Subject: | Affinity | Law invariance | Pricing rules | Risk measures | Translation invariance |
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