A Unified Approach to Generate Risk Measures
نویسندگان
چکیده
منابع مشابه
A unified approach to generate risk measures
In this paper we present a unified approach to derive many important classes of premium principles, using the Markov inequality for tail probabilities. In addition, we will recall some of the important characterization theorems of these risk measures.
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ژورنال
عنوان ژورنال: ASTIN Bulletin
سال: 2003
ISSN: 0515-0361,1783-1350
DOI: 10.1017/s0515036100013428