Pages that link to "Item:Q2485529"
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The following pages link to A comonotonic image of independence for additive risk measures (Q2485529):
Displayed 10 items.
- An extension of the Wang transform derived from Bühlmann's economic premium principle for insurance risk (Q931166) (← links)
- On option pricing under a completely random measure via a generalized Esscher transform (Q938038) (← links)
- Weighted premium calculation principles (Q939390) (← links)
- Weighted risk capital allocations (Q974815) (← links)
- Actuarial risk measures for financial derivative pricing (Q998266) (← links)
- The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations (Q1004268) (← links)
- Optimal reinsurance with general risk measures (Q1023098) (← links)
- Optimal risk sharing with different reference probabilities (Q1023105) (← links)
- A new characterization of distortion premiums via countable additivity for comonotonic risks (Q2492177) (← links)
- Determination of risk pricing measures from market prices of risk (Q2518550) (← links)