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Quasi Risk-Neutral Pricing in Insurance - MaRDI portal

Quasi Risk-Neutral Pricing in Insurance (Q3067096)

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Quasi Risk-Neutral Pricing in Insurance
scientific article

    Statements

    title
    Quasi Risk-Neutral Pricing in Insurance (English)
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    author
    Harry Niederau
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    Peter Zweifel
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    publication date
    20 January 2011
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    zbMATH Keywords
    incomplete markets
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    insurance prices
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    Lorenz order
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    property risks
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    quasi risk-neutral pricing
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    risk aversion
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    risk neutrality
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    risk management
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    risk adjusted capital (RAC)
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    Identifiers

    zbMATH DE Number
    5839516
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