Pages that link to "Item:Q4673854"
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The following pages link to CHOQUET INSURANCE PRICING: A CAVEAT (Q4673854):
Displaying 14 items.
- Pricing rules and Arrow-Debreu ambiguous valuation (Q663197) (← links)
- Put-call parity and generalized neo-additive pricing rules (Q829512) (← links)
- Preferences representable by a lower expectation: Some characterizations (Q928751) (← links)
- Financial market structures revealed by pricing rules: efficient complete markets are prevalent (Q1693190) (← links)
- Optimal stopping under probability distortion (Q1948688) (← links)
- Law-invariant functionals that collapse to the mean (Q2034153) (← links)
- Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions (Q2049554) (← links)
- Pareto efficient buy and hold investment strategies under order book linked constraints (Q2150763) (← links)
- Law-invariant functionals that collapse to the mean: beyond convexity (Q2155557) (← links)
- Similar risks have similar prices: a useful and exact quantification (Q2155850) (← links)
- Representation of maxitive measures: An overview (Q2986047) (← links)
- An axiomatic approach to default risk and model uncertainty in rating systems (Q6146435) (← links)
- Put-call parities, absence of arbitrage opportunities, and nonlinear pricing rules (Q6641085) (← links)
- Distortion risk measures: prudence, coherence, and the expected shortfall (Q6641087) (← links)
