Time consistency conditions for acceptability measures, with an application to Tail Value at Risk

B. Roorda, J.M. Schumacher

Research output: Contribution to journalArticleScientificpeer-review

37 Citations (Scopus)
Original languageEnglish
Pages (from-to)209-230
JournalInsurance: Mathematics & Economics
Volume40
Issue number2
Publication statusPublished - 2007

Cite this