Title:

Are Quantile Risk Measures Suitable for Risk-Transfer Decisions?

Authors:

Manuel Guerra (UTL, U Aveiro, ISEG, UTL)
Maria de Lourdes Centeno (UTL, ISEG, UTL)

Journal:

Insurance: Mathematics and Economics

Year:

2012

Volume:

50

Pages:

446-461

JEL codes:

D81 - Criteria for Decision-Making under Risk and Uncertainty
G22 - Insurance; Insurance Companies
G28 - Government Policy and Regulation