Author reply: ``An actuarial premium pricing model for nonnormal insurance and financial risks in incomplete markets by Zinoviy Landsman and Michael Sherris -- discussion by Edward Furman and Ricardas Zitikis

DOI10.1080/10920277.2007.10597496zbMATH Open1480.91219OpenAlexW4242477224MaRDI QIDQ5019778FDOQ5019778

Authors: Zinoviy Landsman, Michael Sherris 

Publication date: 10 January 2022

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2007.10597496

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Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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Cited In (2)

• An actuarial premium pricing model for nonnormal insurance and financial risks in incomplete markets
• To split or not to split: Capital allocation with convex risk measures

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