Insurance pricing under ambiguity

DOI10.1007/S13385-014-0099-7MaRDI QIDQ906580zbMATHOpenAlexFDO

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

zbMATH Keywords

risk measuresambiguityWasserstein and Kantorovich distanceinsurance pricing

Mathematics Subject Classification ID

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Cited in

(13)

• Generalized quantiles as risk measures
• Risk aversion in imperfect natural gas markets
• On Banach spaces of vector-valued random variables and their duals motivated by risk measures
• An analytical study of norms and Banach spaces induced by the entropic value-at-risk
• The Liability Regime of Insurance Pools and Its Impact on Pricing
• Distortion risk measure under parametric ambiguity
• Axiomatic characterization of insurance prices
• Competitive insurance market in the presence of ambiguity
• scientific article; zbMATH DE number 5907985 (Why is no real title available?)
• Knightian uncertainty and insurance regulation decision
• PRICING PARTICIPATING POLICIES WITH RATE GUARANTEES
• Golden options in financial mathematics
• Optimal reinsurance under risk and uncertainty

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