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Some Results on Measures of Interaction between Paired Risks
Co-risk measures and risk contribution measures have been introduced to evaluate the degree of interaction between paired risks in actuarial risk management. This paper attempts to study the ordering behavior of measures on interaction between paired risks. For various co-risk measures and risk cont...
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| 主要な著者: | , |
|---|---|
| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
MDPI AG
2018-08-01
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| シリーズ: | Risks |
| 主題: | |
| オンライン･アクセス: | http://www.mdpi.com/2227-9091/6/3/88 |
| タグ: |
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