On the characterization of convex premium principles
Year of publication: |
2006-11
|
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Authors: | Cardin, Marta ; Pacelli, Graziella |
Institutions: | Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia |
Subject: | risk measures | premium principles | capacity | distortion function | TVar |
Extent: | application/pdf |
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Series: | Working Papers. - ISSN 1828-6887. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 142 11 pages |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty |
Source: |
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