1. Ktisis Cyprus University of Technology
  2. Cyprus University of Technology (Research Output)
  3. Άρθρα/Articles
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Πεδίο DCΤιμήΓλώσσα
dc.contributor.authorWei, Wang-
dc.contributor.authorYatracos, Yannis G.-
dc.contributor.authorWei, Wang-
dc.contributor.otherΓιατράκος, Γιάννης-
dc.date.accessioned2013-01-23T12:49:56Zen
dc.date.accessioned2013-05-16T08:22:16Z-
dc.date.accessioned2015-12-02T09:28:42Z-
dc.date.available2013-01-23T12:49:56Zen
dc.date.available2013-05-16T08:22:16Z-
dc.date.available2015-12-02T09:28:42Z-
dc.date.issued2004-04-19-
dc.identifier.citationInsurance: Mathematics and Economics, 2004, vol. 34, no. 2, pp. 241-250en_US
dc.identifier.issn1676687-
dc.identifier.urihttps://hdl.handle.net/20.500.14279/2096-
dc.description.abstractAn index related with the Dutch premium calculation principle [Insur.: Math. Econ. 11 (1992) 129] and the tail conditional expectation [Math. Finance 9 (1999) 203] is proposed to measure the right-tail insurance risk. The index agrees with pure-tail ordering, is superadditive for comonotonic losses and is compared in examples with Wang's [North American Actuarial Journal 2 (1998) 88] index.en_US
dc.formatpdfen_US
dc.language.isoenen_US
dc.relation.ispartofInsurance: Mathematics and Economicsen_US
dc.rights© Elsevieren_US
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/us/*
dc.subjectRisk (Insurance)en_US
dc.subjectMathematicsen_US
dc.titleA stop-loss risk indexen_US
dc.typeArticleen_US
dc.collaborationNational University of Singaporeen_US
dc.subject.categoryMedia and Communicationsen_US
dc.journalsSubscriptionen_US
dc.countryCyprusen_US
dc.subject.fieldSocial Sciencesen_US
dc.publicationPeer Revieweden_US
dc.identifier.doi10.1016/j.insmatheco.2003.12.003en_US
dc.dept.handle123456789/54en
dc.relation.issue2en_US
dc.relation.volume34en_US
cut.common.academicyear2003-2004en_US
dc.identifier.spage241en_US
dc.identifier.epage250en_US
item.fulltextNo Fulltext-
item.languageiso639-1en-
item.grantfulltextnone-
item.openairecristypehttp://purl.org/coar/resource_type/c_6501-
item.cerifentitytypePublications-
item.openairetypearticle-
crisitem.author.deptDepartment of Communication and Internet Studies-
crisitem.author.facultyFaculty of Communication and Media Studies-
crisitem.author.parentorgFaculty of Communication and Media Studies-
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