Pages that link to "Item:Q1381468"
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The following pages link to Axiomatic characterization of insurance prices (Q1381468):
Displayed 50 items.
- A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities (Q273640) (← links)
- Natural risk measures (Q317544) (← links)
- Stochastic linear programming games with concave preferences (Q319166) (← links)
- Hedging, Pareto optimality, and good deals (Q364733) (← links)
- Bid and ask prices as non-linear continuous time G-expectations based on distortions (Q468119) (← links)
- Cooperative hedging in the complete market under \(g\)-expectation constraint (Q475681) (← links)
- Stochastic linear programming with a distortion risk constraint (Q480777) (← links)
- Capital allocation for portfolios with non-linear risk aggregation (Q506075) (← links)
- Stochastic comparisons of multivariate mixtures (Q604364) (← links)
- On some layer-based risk measures with applications to exponential dispersion models (Q609700) (← links)
- Behavioral optimal insurance (Q654822) (← links)
- Loss reserving using loss aversion functions (Q659135) (← links)
- Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders (Q659171) (← links)
- Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Fair (intra-bank transfer) prices for credits with stochastic recovery (Q665817) (← links)
- On the use of capacities in representing premium calculation principles (Q698355) (← links)
- Measures of risk (Q704052) (← links)
- Dynamic capital allocation with distortion risk measures (Q704405) (← links)
- An optimization approach to the dynamic allocation of economic capital (Q704412) (← links)
- Insurance with multiple insurers: a game-theoretic approach (Q723965) (← links)
- Choquet integrals of \(r\)-convex functions (Q780202) (← links)
- Nash equilibria in optimal reinsurance bargaining (Q784435) (← links)
- The Choquet integral of log-convex functions (Q824731) (← links)
- The standard formula of Solvency II: a critical discussion (Q825282) (← links)
- The distortion principle for insurance pricing: properties, identification and robustness (Q827147) (← links)
- A simple model of cumulative prospect theory (Q845610) (← links)
- Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and indepen\-dence (Q849598) (← links)
- Weighted V\@R and its properties (Q854285) (← links)
- Optimal reinsurance under general risk measures (Q868316) (← links)
- A stop-loss risk index (Q868318) (← links)
- Optimal reinsurance under convex principles of premium calculation (Q882862) (← links)
- Aggregation-robustness and model uncertainty of regulatory risk measures (Q889621) (← links)
- Expected utility theory, optimal portfolios, and polyhedral coherent risk measures (Q891103) (← links)
- Risk management under a prudential policy (Q894207) (← links)
- Optimal non-life reinsurance under Solvency II regime (Q896767) (← links)
- Coherent conditional measures of risk defined by the Choquet integral with respect to Hausdorff outer measure and stochastic independence in risk management (Q897743) (← links)
- Seven proofs for the subadditivity of expected shortfall (Q906342) (← links)
- Insurance pricing under ambiguity (Q906580) (← links)
- Preferences representable by a lower expectation: Some characterizations (Q928751) (← links)
- Asset allocation with distorted beliefs and transaction costs (Q953450) (← links)
- Time consistency conditions for acceptability measures, with an application to tail value at risk (Q995498) (← links)
- The credibility premiums for models with dependence induced by common effects (Q1003811) (← links)
- An overview of representation theorems for static risk measures (Q1042990) (← links)
- Ordering risks: expected utility theory versus Yaari's dual theory of risk (Q1265926) (← links)
- On distribution-free safe layer-additive pricing (Q1265936) (← links)
- Families of update rules for non-additive measures: applications in pricing risks. (Q1276454) (← links)
- Non-optimality of a linear combination of proportional and non-proportional reinsurance (Q1302127) (← links)
- Using Choquet integral in economics (Q1402918) (← links)
- Distribution-free comparison of pricing principles. (Q1413273) (← links)