Good deals and compatible modification of risk and pricing rule: a regulatory treatment

DOI10.1007/s11579-011-0044-3zbMath1255.91117OpenAlexW2023113203MaRDI QIDQ1932549

Hirbod Assa, Alejandro Balbas

Publication date: 20 January 2013

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10016/12967

zbMATH Keywords

compatibilityperformance ratiocoherent risk measuregood dealpricing rulerisk modificationrisk spread

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Related Items (4)

Market consistent valuations with financial imperfection ⋮ Hedging, Pareto optimality, and good deals ⋮ Trade-off between robust risk measurement and market principles ⋮ Price Index Insurances in the Agriculture Markets

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