Gradients of Risk Measures: Theory and Application to Catastrophe Risk Management and Reinsurance Pricing
Gradients of Risk Measures: Theory and Application to Catastrophe Risk Management and Reinsurance Pricing
John A Major,
Major, John A. 2004. “Gradients of Risk Measures: Theory and Application to Catastrophe Risk Management and Reinsurance Pricing.” CAS Forum 2004 (February).
