Conditional tail expectation and premium calculation

  1. Heras, A.
  2. Balbás, B.
  3. Vilar, J.L.
Revue:
ASTIN Bulletin

ISSN: 0515-0361 1783-1350

Année de publication: 2012

Volumen: 42

Número: 1

Pages: 325-342

Type: Article

DOI: 10.2143/AST.42.1.2160745 GOOGLE SCHOLAR