Simple risk measure calculations for sums of positive random variables
Year of publication: |
2013
|
---|---|
Authors: | Guillén, Montserrat ; Sarabia Alzaga, José Maria ; Prieto, Faustino |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 1, p. 273-280
|
Subject: | Theorie | Theory | Messung | Measurement | Risiko | Risk | Risikomaß | Risk measure | Zufallsvariable | Random variable |
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