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Article
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
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