Nonlinearly transformed risk measures: properties and application to optimal reinsurance
Brandtner, Mario, Kürsten, Wolfgang, Rischau, RobertJournal:
Scandinavian Actuarial Journal
DOI:
10.1080/03461238.2019.1670249
Date:
September, 2019
Fichier:
PDF, 1.85 MB
2019