Infrequent extreme risks

GENEVA Papers on Risk and Insurance Theory

Volumn 29, Issue 1, 2004, Pages 5-22

  Gourieroux, C ^a   Monfort, A ^b  

^a UNIVERSITY OF TORONTO   (Canada)

^b CREST   (France)

Author keywords

Extreme risk; LIRA utility function; Reinsurance; Risk measure

Indexed keywords

EID: 3142720428     PISSN: 09264957     EISSN: None     Source Type: Journal    
DOI: 10.1023/B:GEPA.0000032563.83435.50     Document Type: Article

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