The variance of a truncated random variable and the riskiness of the underlying variables

Insurance: Mathematics and Economics

Volumn 20, Issue 2, 1997, Pages 79-95

  Sercu, Piet ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

Deductibles; Truncated distributions; Variance

Indexed keywords

EID: 0031591849     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(97)00005-X     Document Type: Article

References (3)

1. Rubinstein, M.E. (1973). A comparative statics analysis of risk premiums. Journal of Business 46 (4), 605-615.
2. Rotschild, M. and J.E. Stiglitz (1970). Increasing risk: I. A definition. Journal of Economic Theory 2 (3).
3. Sercu, P. and R. Uppal (1997). Exchange Rate Volatility and International Trade: A Case for Agnosticism. Working Paper, UBC (Vancouver, Canada) and KULeuven (Leuven, Belgium).