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Choquet pricing and equilibrium

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Author Info
De Waegenaere, Anja
Kast, Robert
Lapied, Andre

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Abstract

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File URL: http://www.sciencedirect.com/science/article/B6V8N-48NKRSD-1/2/afcde8794883c3929a2de3e866ca8045
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Publisher Info
Article provided by Elsevier in its journal Insurance: Mathematics and Economics.

Volume (Year): 32 (2003)
Issue (Month): 3 (July)
Pages: 359-370
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Handle: RePEc:eee:insuma:v:32:y:2003:i:3:p:359-370

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Web page: http://www.elsevier.com/locate/inca/505554

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  1. André Lapied & Robert Kast, 2005. "Updating Choquet valuation and discounting information arrivals," Working Papers 05-09, LAMETA, Universtiy of Montpellier, revised Jan 2005. [Downloadable!]
    Other versions:
  2. Robert Kast & André Lapied, 2007. "Dynamically Consistent Conditional Choquet Capacities," ICER Working Papers - Applied Mathematics Series 20-2007, ICER - International Centre for Economic Research. [Downloadable!]
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This page was last updated on 2009-12-3.

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