On distribution-free safe layer-additive pricing
type: Item
instance of: scholarly article
title: On distribution-free safe layer-additive pricing
zbMATH Open document ID: 0911.90026
DOI: 10.1016/S0167-6687(98)00015-8
author: Werner Hürlimann
published in: Insurance Mathematics \& Economics
publication date: 1999-05-05T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 1202776
zbMATH Keywords: Choquet pricing
zbMATH Keywords: distorted probability
zbMATH Keywords: stochastic orders
zbMATH Keywords: distribution-free implicit price loading method
zbMATH Keywords: Karlsruhe pricing
zbMATH Keywords: Hardy-Littlewood pricing
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1202776