# Insurance premia consistent with the market

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## Abstract

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## Suggested Citation

**Insurance premia consistent with the market**," Insurance: Mathematics and Economics, Elsevier, vol. 31(2), pages 267-284, October.

*RePEc:eee:insuma:v:31:y:2002:i:2:p:267-284*

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## Other versions of this item:

- Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2002.
"
**Insurance Premia Consistent with the Market**," ICER Working Papers - Applied Mathematics Series 24-2002, ICER - International Centre for Economic Research.

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**Insurance premia consistent with the market**," Insurance: Mathematics and Economics, Elsevier, pages 267-284. - Umberto Cherubini & Elisa Luciano, 2002.
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**Insurance premia consistent with the market**," Insurance: Mathematics and Economics, Elsevier, pages 267-284.- Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2002.
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**Full references**(including those not matched with items on IDEAS)

## Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
**Cited by:**

- Taizhong Hu & Alfred Müller & Marco Scarsini, 2002.
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**Some Counterexamples in Positive Dependence**," ICER Working Papers - Applied Mathematics Series 28-2003, ICER - International Centre for Economic Research, revised Jul 2003.- Marco Scarsini & A. Müller & Taizhong Hu, 2004.
"
**Some counterexamples in positive dependence**," Post-Print hal-00539628, HAL.

- Marco Scarsini & A. Müller & Taizhong Hu, 2004.
"
- Gajdos, Thibault & Tallon, Jean-Marc & Vergnaud, Jean-Christophe, 2004.
"
**Decision making with imprecise probabilistic information**," Journal of Mathematical Economics, Elsevier, pages 647-681.- Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002.
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**Decision Making with Imprecise Probabilistic Information**," ICER Working Papers - Applied Mathematics Series 18-2003, ICER - International Centre for Economic Research, revised May 2003. - Thibault Gadjos & Eric Maurin, 2002.
"
**Unequal Uncertainties and Uncertain Inequalities : An Axiomatic Approach**," Working Papers 2002-32, Center for Research in Economics and Statistics. - Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2004.
"
**Decision Making with Imprecise Probabilistic Information**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00086021, HAL.

- Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002.
"
- Renault, Jerome & Scarlatti, Sergio & Scarsini, Marco, 2005.
"
**A folk theorem for minority games**," Games and Economic Behavior, Elsevier, vol. 53(2), pages 208-230, November.- Jerome Renault & Sergio Scarlatti & Marco Scarsini, 2003.
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**A folk theorem for minority games**," ICER Working Papers - Applied Mathematics Series 10-2003, ICER - International Centre for Economic Research. - Marco Scarsini & Jerome Renault & Sergio Scarlatti, 2005.
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**A folk theorem for minority games**," Post-Print hal-00539148, HAL.

- Jerome Renault & Sergio Scarlatti & Marco Scarsini, 2003.
"
- Gajdos, Thibault & Maurin, Eric, 2004.
"
**Unequal uncertainties and uncertain inequalities: an axiomatic approach**," Journal of Economic Theory, Elsevier, pages 93-118.- Thibault Gajdos & Eric Maurin, 2002.
"
**Unequal uncertainties and uncertain inequalities: an axiomatic approach**," ICER Working Papers - Applied Mathematics Series 15-2003, ICER - International Centre for Economic Research, revised Mar 2003. - Thibault Gajdos & Eric Maurin, 2004.
"
**Unequal Uncertainties and Uncertain Inequalities: An Axiomatic Approach**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00085940, HAL. - Thibault Gadjos & Eric Maurin, 2002.
"
**Unequal Uncertainties and Uncertain Inequalities : An Axiomatic Approach**," Working Papers 2002-32, Center for Research in Economics and Statistics.

- Thibault Gajdos & Eric Maurin, 2002.
"
- Thibault Gadjos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002.
"
**Decision Making with Imprecise Probabilistic Information**," Working Papers 2002-33, Center for Research in Economics and Statistics. - Salvatore Modica & Marco Scarsini, 2003.
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**The convexity-cone approach to comparative risk and downside risk**," ICER Working Papers - Applied Mathematics Series 01-2003, ICER - International Centre for Economic Research. - Castagnoli, Erio & Maccheroni, Fabio & Marinacci, Massimo, 2002.
"
**Insurance premia consistent with the market**," Insurance: Mathematics and Economics, Elsevier, pages 267-284. - Aloisio Araujo & Alain Chateauneuf & José Faro, 2012.
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**Pricing rules and Arrow–Debreu ambiguous valuation**," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), pages 1-35.- Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2012.
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**Pricing rules and Arrow-Debreu ambiguous valuation**," PSE - Labex "OSE-Ouvrir la Science Economique" hal-00685413, HAL.

- Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2012.
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- Müller, Alfred & Scarsini, Marco, 2005.
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**Archimedean copulæ and positive dependence**," Journal of Multivariate Analysis, Elsevier, vol. 93(2), pages 434-445, April.- Alfred Müller & Marco Scarsini, 2003.
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**Archimedean Copulae and Positive Dependence**," ICER Working Papers - Applied Mathematics Series 25-2003, ICER - International Centre for Economic Research. - Marco Scarsini & Alfred Muller, 2005.
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**Archimedean copulae and positive dependence**," Post-Print hal-00539618, HAL.

- Alfred Müller & Marco Scarsini, 2003.
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- Grant, Simon & Polak, Ben, 2013.
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**Mean-dispersion preferences and constant absolute uncertainty aversion**," Journal of Economic Theory, Elsevier, pages 1361-1398.- Simon Grant & Ben Polak, 2011.
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**Mean-Dispersion Preferences and Constant Absolute Uncertainty Aversion**," Cowles Foundation Discussion Papers 1805, Cowles Foundation for Research in Economics, Yale University.

- Simon Grant & Ben Polak, 2011.
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- Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004.
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**On consistency of nonparametric normal mixtures for Bayesian density estimation**," ICER Working Papers - Applied Mathematics Series 23-2004, ICER - International Centre for Economic Research. - Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004.
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**On rates of convergence for posterior distributions in infinite–dimensional models**," ICER Working Papers - Applied Mathematics Series 24-2004, ICER - International Centre for Economic Research. - Kaluszka, Marek, 2005.
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**Optimal reinsurance under convex principles of premium calculation**," Insurance: Mathematics and Economics, Elsevier, vol. 36(3), pages 375-398, June. - Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004.
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**Contributions to the understanding of Bayesian consistency**," ICER Working Papers - Applied Mathematics Series 13-2004, ICER - International Centre for Economic Research. - Castagnoli, Erio & Maccheroni, Fabio & Marinacci, Massimo, 2002.
"
**Insurance premia consistent with the market**," Insurance: Mathematics and Economics, Elsevier, pages 267-284.- Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2002.
"
**Insurance Premia Consistent with the Market**," ICER Working Papers - Applied Mathematics Series 24-2002, ICER - International Centre for Economic Research.

- Erio Castagnoli & Fabio Maccheroni & Massimo Marinacci, 2002.
"

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