Insurance pricing under ambiguity
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Publication:906580
DOI10.1007/s13385-014-0099-7zbMath1329.91073OpenAlexW2092355257MaRDI QIDQ906580
Publication date: 22 January 2016
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-014-0099-7
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Related Items (7)
An analytical study of norms and Banach spaces induced by the entropic value-at-risk ⋮ Distortion risk measure under parametric ambiguity ⋮ Risk aversion in imperfect natural gas markets ⋮ Optimal reinsurance under risk and uncertainty ⋮ Generalized quantiles as risk measures ⋮ On Banach spaces of vector-valued random variables and their duals motivated by risk measures ⋮ Golden options in financial mathematics
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