Risk measurement with equivalent utility principles
نویسندگان
چکیده
منابع مشابه
Risk Measurement with the Equivalent Utility Principles
Risk measures have been studied for several decades in the actuarial literature, where they appeared under the guise of premium calculation principles. Risk measures and properties that risk measures should satisfy have recently received considerable attention in the financial mathematics literature. Mathematically, a risk measure is a mapping from a class of random variables defined on some me...
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ژورنال
عنوان ژورنال: Statistics & Risk Modeling
سال: 2006
ISSN: 2196-7040,2193-1402
DOI: 10.1524/stnd.2006.24.1.1