Minimal representation of insurance prices

DOI10.1016/j.insmatheco.2015.03.011zbMath1318.91121OpenAlexW2024226171MaRDI QIDQ2347070

Alois Pichler, Alexander Shapiro

Publication date: 26 May 2015

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.03.011

zbMATH Keywords

convex analysispremium principlesFenchel-Moreau theoremKusuoka representationstochastic order relations

Mathematics Subject Classification ID

Related Items (15)

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Cites Work

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