Distortion Risk Measures and Discrete Risks
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References listed on IDEAS
- Dhaene, Jan & Denuit, Michel, 1999. "The safest dependence structure among risks," Insurance: Mathematics and Economics, Elsevier, vol. 25(1), pages 11-21, September.
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More about this item
KeywordsRisk measures; dependency of risks; discrete risks with identical distribution; upper and lower bounds: concave risk measures.;
- C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-11-05 (All new papers)
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