Bounds for quantile-based measures of dependent risks' functions.

被引：0

|

作者：

Goncalves, Marcelo

Kolev, Nikolai

Fabris, Antonio Elias

机构：

来源：

INSURANCE MATHEMATICS & ECONOMICS | 2006年 / 39卷 / 03期

关键词：

distortion; VaR;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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页码：413 / 413

页数：1

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