Families of update rules for non-additive measures: Applications in pricing risks
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- Chateauneuf, A. & Kast, R. & Lapied, A., 1992.
"Choquet Pricing for Financial Markets with Frictions,"
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- Venter, Gary G., 1991. "Premium Calculation Implications of Reinsurance Without Arbitrage," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 21(02), pages 223-230, November.
- 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.
- Young, Virginia R., 1998. "Robust Bayesian Credibility Using Semiparametric Models," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 28(02), pages 187-203, November.
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