Vigilant measures of risk and the demand for contingent claims
Year of publication: |
2015
|
---|---|
Authors: | Ghossoub, Mario |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 61.2015, C, p. 27-35
|
Publisher: |
Elsevier |
Subject: | Utility maximization | Optimal insurance design | Choquet integral | Distorted probabilities | Monotone Likelihood Ratio |
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