A family of premium principles based on mixtures of TVaRs

Link

http://www.sciencedirect.com/science/article/pii/S0167668716301834

Volume

70

Page

397-405

Number

September

Year

2016

Categories

New Risk Measures

Publications

Insurance: Mathematics and Economics

Authors

Miguel A. Sordo, Antonia Castaño-Martínez and Gema Pigueiras

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