Vigilant measures of risk and the demand for contingent claims
Year of publication: |
2015
|
---|---|
Authors: | Ghossoub, Mario |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 61.2015, p. 27-35
|
Subject: | Utility maximization | Optimal insurance design | Choquet integral | Distorted probabilities | Monotone Likelihood Ratio | Theorie | Theory | Risiko | Risk | Erwartungsnutzen | Expected utility | Versicherungsökonomik | Economics of insurance |
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