On a robust risk measurement approach for capital determination errors minimization
Year of publication: |
2020
|
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Authors: | Righi, Marcelo Brutti ; Müller, Fernanda Maria ; Moresco, Marlon Ruoso |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 95.2020, p. 199-211
|
Subject: | Uncertainty modeling | Risk measures | Deviation measures | Capital determination | Underestimation and overestimation costs | Theorie | Theory | Messung | Measurement | Risiko | Risk | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection |
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