Pages that link to "Item:Q3943874"
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The following pages link to On the representation of additive principles of premium calculation (Q3943874):
Displaying 15 items.
- Esscher transforms and consumption-based models (Q659151) (← links)
- A note on additive risk measures in rank-dependent utility (Q661234) (← links)
- Competitive equilibrium on risk exchanges: A constrained market approach (Q795461) (← links)
- Actuarial risk measures for financial derivative pricing (Q998266) (← links)
- To split or not to split: Capital allocation with convex risk measures (Q1017768) (← links)
- On robust premium principles (Q1086964) (← links)
- Ordering of risks: a review (Q1168035) (← links)
- Representation results for law invariant time consistent functions (Q1932525) (← links)
- Budget-constrained optimal insurance with belief heterogeneity (Q2010896) (← links)
- The strictest common relaxation of a family of risk measures (Q2276204) (← links)
- On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702) (← links)
- A comonotonic image of independence for additive risk measures (Q2485529) (← links)
- A new characterization of distortion premiums via countable additivity for comonotonic risks (Q2492177) (← links)
- Additivity and premium calculation principles (Q3745126) (← links)
- Optimal investment with risk controlled by weighted entropic risk measures (Q6496946) (← links)