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Corrigendum and addendum to “Range Value-at-Risk bounds for unimodal distributions under partial information” [Insurance: Math. Econ. 94 (2020) 9–24]
Insurance: Mathematics and Economics ( IF 1.9 ) Pub Date : 2023-07-13 , DOI: 10.1016/j.insmatheco.2023.06.004
Carole Bernard , Rodrigue Kazzi , Steven Vanduffel

In Section 2 of Bernard et al. (2020), we study bounds on Range Value-at-Risk under the assumption of non-negative risk. However, Proposition 3 is erroneous, and hence Theorems 3, 4, and 5 and Corollary 5 are no longer valid. In this corrigendum, we provide a direct replacement of these theorems and corollary. We note that these results provide generalizations in that there is no longer a constraint on the probability level α.



中文翻译:

“部分信息下单峰分布的风险值范围范围”的更正和附录[保险:数学。经济。94(2020)9-24]

在Bernard 等人的第 2 节中。(2020),我们研究了非负风险假设下风险价值范围的界限。然而,命题3是错误的,因此定理3、4、5和推论5不再有效。在本勘误中,我们提供了这些定理和推论的直接替换。我们注意到这些结果提供了概括,因为不再对概率水平α进行约束。

更新日期:2023-07-13
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