CHOQUET INSURANCE PRICING: A CAVEAT

DOI10.1111/j.0960-1627.2004.00201.xzbMath1134.91400MaRDI QIDQ4673854

Massimo Marinacci, Erio Castagnoli, Fabio Maccheroni

Publication date: 9 May 2005

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.0960-1627.2004.00201.x

Mathematics Subject Classification ID

60E05: Probability distributions: general theory

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Cites Work

• Axiomatic characterization of insurance prices
• Theory of capacities
• Coherent Measures of Risk
• A uniqueness theorem for convex-ranged probabilities