Good Deals and compatible modification of risk and pricing rule: a regulatory treatment
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11579-011-0044-3.pdf
Reference19 articles.
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2. Balbás A., Balbás R., Garrido J.: Extending pricing rules with general risk functions. Eur. J. Oper. Res. 201(1), 23–33 (2010)
3. Balbás A., Balbás B., Heras A.: Optimal reinsurance with general risk measures. Insurance Math. Econom. 44(3), 374–384 (2009)
4. Balbás A., Balbás R., Mayoral S.: Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm. Eur. J. Oper. Res. 192(2), 603–620 (2009)
5. Björk T., Slinkor I.: Towards a general theory of good-deal bounds. Rev. Finance 10(2), 221–260 (2006)
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