Original language | English |
---|---|
Pages (from-to) | 209-230 |
Journal | Insurance Mathematics & Economics |
Volume | 40 |
Issue number | 2 |
Publication status | Published - 2007 |
Time consistency conditions for acceptability measures, with an application to Tail Value at Risk
B. Roorda, J.M. Schumacher
Research output: Contribution to journal › Article › Scientific › peer-review
46
Citations
(Scopus)