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Axiomatic characterization of insurance prices

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

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  • Wang, Shaun S. & Young, Virginia R. & Panjer, Harry H., 1997. "Axiomatic characterization of insurance prices," Insurance: Mathematics and Economics, Elsevier, vol. 21(2), pages 173-183, November.
    • Handle: RePEc:eee:insuma:v:21:y:1997:i:2:p:173-183
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    References listed on IDEAS

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    1. repec:cup:astinb:v:21:y:1991:i:02:p:223-230_00 is not listed on IDEAS
    2. Yaari, Menahem E, 1987. "The Dual Theory of Choice under Risk," Econometrica, Econometric Society, vol. 55(1), pages 95-115, January.
    3. Schmeidler, David, 1989. "Subjective Probability and Expected Utility without Additivity," Econometrica, Econometric Society, vol. 57(3), pages 571-587, May.
    4. repec:cup:astinb:v:26:y:1996:i:01:p:71-92_00 is not listed on IDEAS
    5. A. Chateauneuf & R. Kast & A. Lapied, 1996. "Choquet Pricing For Financial Markets With Frictions1," Mathematical Finance, Wiley Blackwell, vol. 6(3), pages 323-330, July.
    6. Hadar, Josef & Russell, William R, 1969. "Rules for Ordering Uncertain Prospects," American Economic Review, American Economic Association, vol. 59(1), pages 25-34, March.
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