A family of premium principles based on mixtures of TVaRs

  1. Sordo, M.A.
  2. Castaño-Martínez, A.
  3. Pigueiras, G.
Journal:
Insurance: Mathematics and Economics

ISSN: 0167-6687

Year of publication: 2016

Volume: 70

Pages: 397-405

Type: Article

DOI: 10.1016/J.INSMATHECO.2016.07.006 GOOGLE SCHOLAR
Data source: Scopus