Monotone and cash-invariant convex functions and hulls

Insurance: Mathematics and Economics

Volumn 41, Issue 1, 2007, Pages 1-16

  Filipović, Damir ^a   Kupper, Michael ^b  

^a UNIVERSITY OF MUNICH   (Germany)

^b VIENNA UNIVERSITY OF TECHNOLOGY   (Austria)

Author keywords

Constrained risk measures; Convex duality; Infimal convolution; Insurance regulation; Monotone and cash invariant functions and hulls

Indexed keywords

EID: 34247517940     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2006.08.003     Document Type: Article

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