scientific article; zbMATH DE number 591098
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Publication:4296399
zbMATH Open0793.62060MaRDI QIDQ4296399FDOQ4296399
Authors: Knut Kristian Aase 
Publication date: 3 August 1994
Title of this publication is not available (Why is that?)
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martingalescontinuous-time modelrandom measuresmarked point processesno arbitrageinformation constraintsclaims processesmarginal utilitygeneral exchange equilibriumintertemporal economic modelnonlinear spanningnonproportional treatiespartial equilibrium price formationpremium functionalspremiums of risksproportional contractsreinsurance markets
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- An economic premium principle in a multiperiod economy.
- PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS
- On the derivation of reinsurance premiums
- Moment generating function approach to pricing interest rate and foreign exchange rate claims.
- Indifference pricing of insurance contracts in a product space model
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- Premium valuation in international insurance
- Reinsurance in arbitrage-free markets
- On fair reinsurance premiums; capital injections in a perturbed risk model
- One mathematical model of reinsurance of the insurers
- Equilibria in a proportional reinsurance market
- Actuarial bridges to dynamic hedging and option pricing
- Market price of insurance risk implied by catastrophe derivatives
- Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints
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