Good deals and compatible modification of risk and pricing rule: a regulatory treatment
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Publication:1932549
DOI10.1007/s11579-011-0044-3zbMath1255.91117OpenAlexW2023113203MaRDI QIDQ1932549
Publication date: 20 January 2013
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10016/12967
compatibilityperformance ratiocoherent risk measuregood dealpricing rulerisk modificationrisk spread
Related Items (4)
Market consistent valuations with financial imperfection ⋮ Hedging, Pareto optimality, and good deals ⋮ Trade-off between robust risk measurement and market principles ⋮ Price Index Insurances in the Agriculture Markets
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