A family of premium principles based on mixtures of TVaRs

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

ISSN: 0167-6687

Argitalpen urtea: 2016

Alea: 70

Orrialdeak: 397-405

Mota: Artikulua

DOI: 10.1016/J.INSMATHECO.2016.07.006 GOOGLE SCHOLAR