Axiomatic characterization of insurance prices

DOI10.1016/S0167-6687(97)00031-0zbMath0959.62099MaRDI QIDQ1381468

Harry H. Panjer, Virginia R. Young, Shaun S. Wang

Publication date: 2 May 2001

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

zbMATH Keywords

integral representationChoquet integralinsurance pricing

Mathematics Subject Classification ID

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Cites Work

• Non-additive measure and integral
• Optimal reinsurance in relation to ordering of risks
• Insurance pricing and increased limits ratemaking by proportional hazards transforms
• Subjective Probability and Expected Utility without Additivity
• Integral Representation Without Additivity
• CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS
• The Dual Theory of Choice under Risk
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