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Measurement of Equity
maximized for b = (12,0,0,1,2) Subadditivity. A direct consequence of the convexity of g is that, given ... charges according to b '= (2,2,2,4,4,4). A direct calculation shows that Uo (a,b) = .368, while Uo ...- Authors: S. Promislow
- Date: Oct 1987
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management