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

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

ISSN: 0167-6687

Argitalpen urtea: 2019

Alea: 86

Orrialdeak: 232-240

Mota: Artikulua

DOI: 10.1016/J.INSMATHECO.2019.03.005 GOOGLE SCHOLAR