Fairness principles for insurance contracts in the presence of default risk
Year of publication: |
2022
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Authors: | Coculescu, Delia ; Delbaen, Freddy |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 32.2022, 2, p. 595-626
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Subject: | coherent risk measures | commonotonicity | cooperative games | pricing in insurance | surplus sharing |
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