Risk capital allocation and cooperative pricing of insurance liabilities. (Q1423356)
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scientific article; zbMATH DE number 2041769
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk capital allocation and cooperative pricing of insurance liabilities. |
scientific article; zbMATH DE number 2041769 |
Statements
Risk capital allocation and cooperative pricing of insurance liabilities. (English)
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14 February 2004
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Cooperative games
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Aumann--Shapley value
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Distortion premium
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principle
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Coherent risk measures
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Equilibrium
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