Some new classes of consistent risk measures

Insurance: Mathematics and Economics

Volumn 34, Issue 3, 2004, Pages 505-516

  Goovaerts, Marc J ^a,b   Kaas, Rob ^b   Dhaene, Jan ^a,b   Tang, Qihe ^b  

^a UNIVERSITY OF LEUVEN   (Belgium)

^b UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

Consistent risk measures; Haezendonck risk measure; Monotone convergence theorem; Yaari's dual theory of choice under risks

Indexed keywords

EID: 2642575678     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2004.03.003     Document Type: Article

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