Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures

Fabio Bellini, Roger J. A. Laeven, Emanuela Rosazza Gianin. Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures. European Journal of Operational Research, 291(2):438-446, 2021. [doi]

Authors

Fabio Bellini

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Roger J. A. Laeven

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Emanuela Rosazza Gianin

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