Optimal risk transfer under quantile-based risk measurers
Alexandru V. Asimit; Alexandru M. Badescu; Tim Verdonck
| Year of publication: |
2013
|
|---|---|
| Authors: | Asimit, Alexandru V. ; Badescu, Alexandru M. ; Verdonck, Tim |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 1, p. 252-265
|
| Subject: | Risiko | Risk | Theorie | Theory | Risikomaß | Risk measure | Messung | Measurement | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| 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/10009785397