Tail variance premiums for log-elliptical distributions
Zinoviy Landsman; Nika Pat; Jan Dhaene
| Year of publication: |
2013
|
|---|---|
| Authors: | Landsman, Zinoviy ; Pat, Nika ; Dhaene, Jan |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 52.2013, 3, p. 441-447
|
| Subject: | Theorie | Theory | Statistische Verteilung | Statistical distribution | Risikoprämie | Risk premium |
| 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/10009763631