On a family of risk measures based on proportional hazards models and tail probabilities

  1. Psarrakos, G.
  2. Sordo, M.A.
Revista:
Insurance: Mathematics and Economics

ISSN: 0167-6687

Any de publicació: 2019

Volum: 86

Pàgines: 232-240

Tipus: Article

DOI: 10.1016/J.INSMATHECO.2019.03.005 GOOGLE SCHOLAR