Risk measures via g-expectations

Insurance: Mathematics and Economics

Volumn 39, Issue 1, 2006, Pages 19-34

  Rosazza Gianin, Emanuela ^a  

^a UNIVERSITY OF NAPLES FEDERICO II   (Italy)

Author keywords

Coherent convex risk measure; Dynamic risk measure; g expectation; IE12; IM10; IM30; Insurance premium

Indexed keywords

EID: 33745655647     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2006.01.002     Document Type: Article

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