Self-insurance and inverse S-shaped distortion risk measures.

Communication Dans Un Congrès Année : 2020

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Sarah Bensalem

Prevention Self-insurance Distortion risk measures Inverse S-shaped distortion

Mathématiques [math] Optimisation et contrôle [math.OC] Probabilités [math.PR] Économie et finance quantitative [q-fin] Gestion des risques [q-fin.RM]

https://hal.science/hal-02569926

Soumis le : lundi 11 mai 2020-16:32:30

Dernière modification le : vendredi 5 avril 2024-15:45:55

hal-02569926 , version 1 (11-05-2020)

Sarah Bensalem. Self-insurance and inverse S-shaped distortion risk measures.. OICA Conference, Apr 2020, Lyon, France. ⟨hal-02569926⟩

UNIV-LYON1 LABO-SAF TDS-MACS UDL

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