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"Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures."

Fabio Bellini, Roger J. A. Laeven, Emanuela Rosazza Gianin (2021)

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DOI: 10.1016/J.EJOR.2019.08.049

access: closed

type: Journal Article

metadata version: 2021-03-02

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  dblp key:
  - journals/eor/BelliniLG21
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  - https://dblp.org/rec/journals/eor/BelliniLG21
Fabio Bellini, Roger J. A. Laeven, Emanuela Rosazza Gianin:
Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures. Eur. J. Oper. Res. 291(2): 438-446 (2021)

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