Axiomatic characterization of insurance prices-Reference-Cited by-同舟云学术

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Axiomatic characterization of insurance prices

Published:1997-11 Issue:2 Volume:21 Page:173-183
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Wang Shaun S.,Young Virginia R.,Panjer Harry H.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference22 articles.

1. On Applications and Theory of Functional Equations;Aczél,1969

2. Discussion of G.G. Venter's premium calculation without arbitrage;Albrecht;ASTIN Bulletin,1992

3. A Characterization of Measures of Risk;Artzner,1996

4. Choquet pricing for financial markets with frictions;Chateauneuf;Mathematical Finance,1996

5. Preference reversal and the symmetric Choquet integral;Denneberg,1991

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