JEL codes
- C19: Other
- C02: Mathematical Methods
- G32: Financing Policy • Financial Risk and Risk Management • Capital and Ownership Structure • Value of Firms • Goodwill
- G22: Insurance • Insurance Companies • Actuarial Studies
Replaces
Olivier Faugeras, and Gilles Pages, “Risk Quantization by Magnitude and Propensity”, TSE Working Paper, n. 21-1226, May 2021, revised August 2022.
Reference
Olivier Faugeras, and Gilles Pages, “Risk quantization by magnitude and propensity”, Insurance: Mathematics and Economics, vol. 116, May 2024, pp. 134–147.
Published in
Insurance: Mathematics and Economics, vol. 116, May 2024, pp. 134–147