Minimal representation of insurance prices (Q2347070)

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Minimal representation of insurance prices
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    title
    Minimal representation of insurance prices (English)
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    author
    Alois Pichler
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    Alexander Shapiro
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    publication date
    26 May 2015
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    Mathematics Subject Classification ID
    91B30
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    60E15
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    91G70
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    zbMATH DE Number
    6439979
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    zbMATH Keywords
    premium principles
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    stochastic order relations
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    convex analysis
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    Fenchel-Moreau theorem
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    Kusuoka representation
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