Insurance premia consistent with the market.
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Publication:1413357
DOI10.1016/S0167-6687(02)00155-5zbMath1074.91546MaRDI QIDQ1413357
Erio Castagnoli, Massimo Marinacci, Fabio Maccheroni
Publication date: 16 November 2003
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
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Related Items (10)
Put-call parity and generalized neo-additive pricing rules ⋮ Submodular financial markets with frictions ⋮ Optimal reinsurance under convex principles of premium calculation ⋮ A REPRESENTATION OF KEYNES’S LONG-TERM EXPECTATION IN FINANCIAL MARKETS ⋮ Financial market structures revealed by pricing rules: efficient complete markets are prevalent ⋮ Mean-dispersion preferences and constant absolute uncertainty aversion ⋮ Pricing rules and Arrow-Debreu ambiguous valuation ⋮ A decomposition of general premium principles into risk and deviation ⋮ Equilibria Under Knightian Price Uncertainty ⋮ Updating pricing rules
Cites Work
- Centroid surfaces
- Maxmin expected utility with non-unique prior
- Centrally symmetric convex bodies and distributions
- Axiomatic characterization of insurance prices
- Monotone continuous multiple priors
- Coherent Measures of Risk
- CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS
- A Class of Convex Bodies
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