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]
@article{BelliniLG21,
title = {Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures},
author = {Fabio Bellini and Roger J. A. Laeven and Emanuela Rosazza Gianin},
year = {2021},
doi = {10.1016/j.ejor.2019.08.049},
url = {https://doi.org/10.1016/j.ejor.2019.08.049},
researchr = {https://researchr.org/publication/BelliniLG21},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {291},
number = {2},
pages = {438-446},
}