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Comparison of risks based on the expected proportional shortfall

Recurso electrónico / electronic resource
Registro MARC
Tag12Valor
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24500‎$a‎Comparison of risks based on the expected proportional shortfall‎$c‎F. Belzunce...[et.al]
520  ‎$a‎In this paper, we consider a new criterion to compare risks based on the notion of expected proportional shortfall. This criterion is useful for comparing risks of different nature and does not depend on the base currency. We study its relationships with other criteria and provide some characterizations that highlight the role of this new criterion in the context of comparisons of risks.
650 1‎$0‎MAPA20080588953‎$a‎Análisis de riesgos
650 1‎$0‎MAPA20080546373‎$a‎Cálculos
650 1‎$0‎MAPA20080602437‎$a‎Matemática del seguro
650 1‎$0‎MAPA20080601492‎$a‎Estudios comparativos
7730 ‎$w‎MAP20077100574‎$t‎Insurance : mathematics and economics‎$d‎Oxford : Elsevier, 1990-‎$x‎0167-6687‎$g‎03/09/2012 Volumen 51 Número 2 - septiembre 2012 , p. 292-302