Risk measures and insurance premium principles.
From MaRDI portal
Publication:1413286
DOI10.1016/S0167-6687(01)00076-2zbMath1055.91053MaRDI QIDQ1413286
Michael Sherris, Zinoviy Landsman
Publication date: 16 November 2003
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
62P05: Applications of statistics to actuarial sciences and financial mathematics
Related Items
Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory, Measures of risk, Time consistency conditions for acceptability measures, with an application to tail value at risk, Risk measures, distortion parameters, and their empirical estimation, Testing hypotheses about the equality of several risk measure values with applications in insurance, Risk measures via \(g\)-expectations
Cites Work