Author Reply: An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets by Zinoviy Landsman and Michael Sherris - Discussion by Edward Furman; Ricardas Zitikis

DOI10.1080/10920277.2007.10597496zbMath1480.91219OpenAlexW4242477224MaRDI QIDQ5019778

Zinoviy Landsman, Michael Sherris

Publication date: 10 January 2022

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2007.10597496

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Related Items (1)

To split or not to split: Capital allocation with convex risk measures

Cites Work

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