Pages that link to "Item:Q1381468"
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The following pages link to Axiomatic characterization of insurance prices (Q1381468):
Displayed 50 items.
- Measurement of relative inequity and Yaari's dual theory of risk. (Q1413305) (← links)
- Insurance premia consistent with the market. (Q1413357) (← links)
- Choquet pricing and equilibrium. (Q1413404) (← links)
- Risk capital allocation and cooperative pricing of insurance liabilities. (Q1423356) (← links)
- Computation of distorted probabilities for diffusion processes via stochastic control methods. (Q1584581) (← links)
- Euler allocations in the presence of nonlinear reinsurance: comment on Major (2018) (Q1622506) (← links)
- On coherent risk measures induced by convex risk measures (Q1657812) (← links)
- Robust and Pareto optimality of insurance contracts (Q1683105) (← links)
- Distortion risk measures, ROC curves, and distortion divergence (Q1688727) (← links)
- Numerical computation of convex risk measures (Q1703566) (← links)
- Bi-cooperative games with fuzzy bi-coalitions (Q1759718) (← links)
- Optimal risk sharing under distorted probabilities (Q1932519) (← links)
- Optimal and robust contracts for a risk-constrained principal (Q1932523) (← links)
- Risk measures on the space of infinite sequences (Q1932527) (← links)
- Entropic value-at-risk: a new coherent risk measure (Q1935272) (← links)
- A note on convex risk statistic (Q1939712) (← links)
- The safest dependence structure among risks. (Q1962812) (← links)
- Optimal insurance under Wang's premium principle. (Q1962820) (← links)
- Subjective risk measures: Bayesian predictive scenarios analysis (Q1962825) (← links)
- A synthesis of risk measures for capital adequacy (Q1974035) (← links)
- Law-invariant functionals that collapse to the mean (Q2034153) (← links)
- A unified approach to the monotone integral-based premium principles under the CPT theory (Q2035288) (← links)
- Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions (Q2049554) (← links)
- Competitive equilibria in a comonotone market (Q2074058) (← links)
- Mathematical foundation of artificial intelligence (Q2086263) (← links)
- \(\Delta\)-Choquet integral on time scales with applications (Q2098754) (← links)
- A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
- Law-invariant functionals that collapse to the mean: beyond convexity (Q2155557) (← links)
- Similar risks have similar prices: a useful and exact quantification (Q2155850) (← links)
- A marginal indemnity function approach to optimal reinsurance under the Vajda condition (Q2158053) (← links)
- A continuous-time theory of reinsurance chains (Q2212167) (← links)
- Risk measurement of a guaranteed annuity option under a stochastic modelling framework (Q2228966) (← links)
- Equal-quantile rules in resource allocation with uncertain needs (Q2231431) (← links)
- A decomposition of general premium principles into risk and deviation (Q2234760) (← links)
- Dual volatility and dependence parameters and the copula (Q2270425) (← links)
- Optimal XL-insurance under Wasserstein-type ambiguity (Q2273974) (← links)
- A generalization of the Aumann-Shapley value for risk capital allocation problems (Q2282512) (← links)
- Representation theorems for WVaR with respect to a capacity (Q2288804) (← links)
- Convex risk functionals: representation and applications (Q2292181) (← links)
- Is the inf-convolution of law-invariant preferences law-invariant? (Q2306099) (← links)
- Constrained stochastic cost allocation (Q2334828) (← links)
- Quasiconvex risk statistics with scenario analysis (Q2342735) (← links)
- On optimal reinsurance policy with distortion risk measures and premiums (Q2347098) (← links)
- Elicitable distortion risk measures: a concise proof (Q2348333) (← links)
- The fundamental theorem of mutual insurance (Q2364020) (← links)
- Extremes for coherent risk measures (Q2374125) (← links)
- A general family of univariate stochastic orders (Q2382883) (← links)
- Risk measures in a quantile regression credibility framework with Fama/French data applications (Q2397859) (← links)
- Risk-adjusted bowley reinsurance under distorted probabilities (Q2415964) (← links)
- Optimal robust insurance with a finite uncertainty set (Q2421397) (← links)