Some New Classes of Consistent Risk Measures
暂无分享,去创建一个
Qihe Tang | Marc Goovaerts | Jan Dhaene | Rob Kaas | Jan Dhaene | Q. Tang | M. Goovaerts | R. Kaas
[1] H. Gerber,et al. Some Inequalities for Stop-Loss Premiums , 1977, ASTIN Bulletin.
[2] Jan Dhaene,et al. The Concept of Comonotonicity in Actuarial Science and Finance: Applications , 2002 .
[3] Marc Goovaerts,et al. Insurance premiums: Theory and applications , 1984 .
[4] M. Yaari. The Dual Theory of Choice under Risk , 1987 .
[5] M. Goovaerts,et al. A new premium calculation principle based on Orlicz norms , 1982 .
[6] Jan Dhaene,et al. A Unified Approach to Generate Risk Measures , 2003, ASTIN Bulletin.
[7] Virginia R. Young,et al. Ordering risks: Expected utility theory versus Yaari's dual theory of risk , 1998 .
[8] Hans U. Gerber,et al. An introduction to mathematical risk theory , 1982 .
[9] Jan Dhaene,et al. Modern Actuarial Risk Theory , 2001 .
[10] Jan Dhaene,et al. The Concept of Comonotonicity in Actuarial Science and Finance: Theory , 2002, Insurance: Mathematics and Economics.
[11] William S. Jewell,et al. Gerber Hans U.: An Introduction to Mathematical Risk Theory Huebner Foundation Monograph No. 8. Homewood, Ill.: Richard D. Irwin Inc., 1980, xv + 164, paperbound, $ 15.95 , 1980, ASTIN Bulletin.
[12] Shaun S. Wang. Premium Calculation by Transforming the Layer Premium Density , 1996, ASTIN Bulletin.
[13] Jan Dhaene,et al. Economic Capital Allocation Derived from Risk Measures , 2002 .
[14] Marc Goovaerts,et al. Insurance: Mathematics and Economics , 2006 .
[15] On additive principles of zero utility , 1985 .