Choquet pricing and equilibrium. (Q1413404): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Equilibrium in a Reinsurance Market
@@ Property / cites work: Equilibrium in a Reinsurance Market / rank @@
+Normal rank
@@ Property / cites work @@
+CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS
+Normal rank
@@ Property / cites work @@
+Equilibria in a mixed financial-reinsurance market with constrained trading possibilities
+Normal rank
@@ Property / cites work @@
+Nonmonotonic Choquet integrals
@@ Property / cites work: Nonmonotonic Choquet integrals / rank @@
+Normal rank
@@ Property / cites work @@
+Equilibria in a proportional reinsurance market
@@ Property / cites work: Equilibria in a proportional reinsurance market / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales and arbitrage in multiperiod securities markets
+Normal rank
@@ Property / cites work @@
+On distribution-free safe layer-additive pricing
@@ Property / cites work: On distribution-free safe layer-additive pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales and arbitage in securities markets with transaction costs
+Normal rank
@@ Property / cites work @@
+Integral Representation Without Additivity
@@ Property / cites work: Integral Representation Without Additivity / rank @@
+Normal rank
@@ Property / cites work @@
+Comonotonicity, correlation order and premium principles
+Normal rank
@@ Property / cites work @@
+Ordering risks: expected utility theory versus Yaari's dual theory of risk
+Normal rank
@@ Property / cites work @@
+Axiomatic characterization of insurance prices
@@ Property / cites work: Axiomatic characterization of insurance prices / rank @@
+Normal rank
@@ Property / cites work @@
+Equilibrium in economies with incomplete financial markets
+Normal rank
@@ Property / cites work @@
+Optimal insurance under Wang's premium principle.
@@ Property / cites work: Optimal insurance under Wang's premium principle. / rank @@
+Normal rank