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Risk level upper bounds with general risk functions

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<dc:creator>Balbás de la Corte, Alejandro</dc:creator>
<dc:creator>Balbás, Beatriz</dc:creator>
<dc:creator>Heras Martínez, Antonio</dc:creator>
<dc:creator>Instituto de Actuarios Españoles</dc:creator>
<dc:date>2008</dc:date>
<dc:description xml:lang="es">Sumario: In the last teen years many new risk functions have been introduced and many actuarial and-or financial problems have been revisited by using them. The use of new risk functions is well justified by the rapid development and evolution of the financial markets and the growing presence of skewness and kurtosis, among many other reasons, but the practical final result of many problems may critically depend on the concrete risk function we are drawing on. This paper deals with organization problems involving risk functions and proposes several risk level upper bounds that apply regardless of the considered function. In particular both capital requirements and usual central moments and dispersions are bounded from above</dc:description>
<dc:format xml:lang="en">application/pdf</dc:format>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/106196.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:subject xml:lang="es">Análisis de riesgos</dc:subject>
<dc:subject xml:lang="es">Cálculo actuarial</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Risk level upper bounds with general risk functions</dc:title>
<dc:relation xml:lang="es">En: Anales del Instituto de Actuarios Españoles : Colegio Profesional. - Madrid : Instituto de Actuarios Españoles, 1943-. - Número 14 3ª Época  - 2008, p. 23-46</dc:relation>
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