On distribution-free safe layer-additive pricing

DOI10.1016/S0167-6687(98)00015-8zbMath0911.90026MaRDI QIDQ1265936

Werner Hürlimann

Publication date: 5 May 1999

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

stochastic ordersdistorted probabilityChoquet pricingdistribution-free implicit price loading methodHardy-Littlewood pricingKarlsruhe pricing

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Microeconomic theory (price theory and economic markets) (91B24)

Related Items (4)

Distribution-free comparison of pricing principles. ⋮ Choquet pricing and equilibrium. ⋮ Nonmonotonic Choquet integrals ⋮ On Stop-Loss Order and the Distortion Pricing Principle

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