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

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

> Home

Details and statistics

DOI: 10.1016/J.EJOR.2019.08.049

access: closed

type: Journal Article

metadata version: 2025-01-19

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/eor/BelliniLG21
- ask others
- share record
  persistent URL:
  - 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)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.