Insurance pricing under ambiguity
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Publication:906580
DOI10.1007/S13385-014-0099-7zbMATH Open1329.91073OpenAlexW2092355257MaRDI QIDQ906580FDOQ906580
Authors: Alois Pichler 
Publication date: 22 January 2016
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-014-0099-7
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Cited In (13)
- Distortion risk measure under parametric ambiguity
- Generalized quantiles as risk measures
- The Liability Regime of Insurance Pools and Its Impact on Pricing
- Axiomatic characterization of insurance prices
- Risk aversion in imperfect natural gas markets
- Golden options in financial mathematics
- Competitive insurance market in the presence of ambiguity
- Optimal reinsurance under risk and uncertainty
- On Banach spaces of vector-valued random variables and their duals motivated by risk measures
- PRICING PARTICIPATING POLICIES WITH RATE GUARANTEES
- An analytical study of norms and Banach spaces induced by the entropic value-at-risk
- Knightian uncertainty and insurance regulation decision
- Title not available (Why is that?)
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