Dynamic capital allocation with distortion risk measures (Q704405): Difference between revisions

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+Coherent Measures of Risk
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+Cooperative Fuzzy Games
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+Values of Non-Atomic Games
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+CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS
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+Theory of capacities
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+Non-additive measure and integral
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+Conditioning (updating) non-additive measures
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+Conditional expectation for monotone measures, the discrete case
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+Q4039796
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+Subjective Probability and Expected Utility without Additivity
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+Risk capital allocation and cooperative pricing of insurance liabilities.
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+Risk Exchange with Distorted Probabilities
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+Q3999364
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+Comonotonicity, correlation order and premium principles
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+Risk-adjusted credibility premiums using distorted probabilities
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+Axiomatic characterization of insurance prices
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+The Dual Theory of Choice under Risk
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+Families of update rules for non-additive measures: applications in pricing risks.
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