The Application of “Riskiness” on Insurance Pricing
碩士 === 國立臺灣大學 === 財務金融學研究所 === 100 === The new risk index proposed in Journal of Political Economy by Robert J. Aumann and Roberto Serrano in 2008-Riskiness, which has better economic and mathematical properties than commonly used indicators of risk such as variance, standard deviation or value at r...
Main Authors: | , |
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Format: | Others |
Language: | zh-TW |
Published: |
2012
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Online Access: | http://ndltd.ncl.edu.tw/handle/24590731283405331304 |