Risk measurement with equivalent utility principles
Year of publication: |
2006
|
---|---|
Authors: | Denuit, Michel ; Dhaene, Jan ; Goovaerts, Marc ; Kaas, Rob ; Laeven, Roger |
Published in: |
Statistics & Risk Modeling. - Oldenbourg Wissenschaftsverlag GmbH, ISSN 2196-7040, ZDB-ID 2630803-4. - Vol. 24.2006, 1, p. 1-25
|
Publisher: |
Oldenbourg Wissenschaftsverlag GmbH |
Subject: | risk measures | theories for decision under uncertainty | axiomatic characterization | equivalent utility | risk aversion |
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