Distortion Risk Measures, Ambiguity Aversion And Optimal Effort

Link

http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=9228288&fulltextType=RA&fileId=S0515036114000038

Volume

44

Page

277-302

Number

Year

2014

Categories

New Risk Measures

Publications

ASTIN Bulletin

Authors

Robert, C. Y. & Therond, P-E.

Search CAS

The New CAS Portal is Now live!