On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures
Marc Goovaerts; Danie͏̈l Linders; Koen van Weert; Fatih Tank
| Year of publication: |
2012
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|---|---|
| Authors: | Goovaerts, Marc J. ; Linders, Danie͏̈l ; Van Weert, Koen ; Tank, Fatih |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 51.2012, 1, p. 10-18
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| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009557646