Robust insurance design with distortion risk measures
Year of publication: |
2024
|
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Authors: | Boonen, Tim J. ; Jiang, Wenjun |
Published in: |
European journal of operational research : EJOR. - Amsterdam [u.a.] : Elsevier, ISSN 0377-2217, ZDB-ID 1501061-2. - Vol. 316.2024, 2 (16.7.), p. 694-706
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Subject: | distance | Distortion risk measure | Optimal insurance | Risk management | Tail Value-at-Risk | Theorie | Theory | Risikomaß | Risk measure | Messung | Measurement | Risikomanagement | Risikomodell | Risk model | Risiko | Risk |
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