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...

Full description

Bibliographic Details
Main Authors: Hsiao-Ting Fu, 傅曉婷
Other Authors: 曾郁仁
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/24590731283405331304