DISTORTION RISK MEASURES, AMBIGUITY AVERSION AND OPTIMAL EFFORT
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Publication:5419643
DOI10.1017/asb.2014.3zbMath1291.91054OpenAlexW2121843584MaRDI QIDQ5419643
Christian Y. Robert, Pierre-E. Thérond
Publication date: 11 June 2014
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2014.3
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AN ECONOMIC PREMIUM PRINCIPLE UNDER THE DUAL THEORY OF THE SMOOTH AMBIGUITY MODEL, Worst-case moments under partial ambiguity, OPTIMAL INSURANCE CONTRACTS UNDER DISTORTION RISK MEASURES WITH AMBIGUITY AVERSION
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