scientific article; zbMATH DE number 591098

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zbMath0793.62060MaRDI QIDQ4296399

Knut Kristian Aase

Publication date: 3 August 1994

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

martingales no arbitrage marked point processes continuous-time model random measures information constraints claims processes marginal utility general exchange equilibrium intertemporal economic model nonlinear spanning nonproportional treaties partial equilibrium price formation premium functionals premiums of risks proportional contracts reinsurance markets

Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).

Related Items (5)

PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS ⋮ Actuarial bridges to dynamic hedging and option pricing ⋮ An economic premium principle in a multiperiod economy. ⋮ Moment generating function approach to pricing interest rate and foreign exchange rate claims. ⋮ Market Price of Insurance Risk Implied by Catastrophe Derivatives

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