Comparison of risks based on the expected proportional shortfall

  1. Belzunce, F.
  2. Pinar, J.F.
  3. Ruiz, J.M.
  4. Sordo, M.A.
Revue:
Insurance: Mathematics and Economics

ISSN: 0167-6687

Année de publication: 2012

Volumen: 51

Número: 2

Pages: 292-302

Type: Article

DOI: 10.1016/J.INSMATHECO.2012.05.003 GOOGLE SCHOLAR
La source de données: Scopus