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

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+Equilibrium in a Reinsurance Market
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+CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS
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+Equilibria in a mixed financial-reinsurance market with constrained trading possibilities
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+Nonmonotonic Choquet integrals
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+Equilibria in a proportional reinsurance market
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+Martingales and arbitrage in multiperiod securities markets
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+On distribution-free safe layer-additive pricing
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+Martingales and arbitage in securities markets with transaction costs
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+Integral Representation Without Additivity
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+Comonotonicity, correlation order and premium principles
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+Ordering risks: expected utility theory versus Yaari's dual theory of risk
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+Axiomatic characterization of insurance prices
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+Equilibrium in economies with incomplete financial markets
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+Optimal insurance under Wang's premium principle.
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+https://doi.org/10.1016/s0167-6687(03)00116-1
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+W2003976177
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+Publication:1413404