Risk measures and insurance premium principles
By Zinoviy Landsman, Michael Sherris. 2001
51 citations recorded by the source corpus.
Subfields: Demography, Economics and Econometrics, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/57aec60fbbd87e363b14fe807622af5de6d7b30c
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Demography
In Economics and Econometrics
- Marco Frittelli
- Emanuela Rosazza Gianin
- Sara Biagini
- Mingxin Xu
- Hans Föllmer
- Alexander Schied
- Giacomo Scandolo
- Nicole El Karoui
In Management Science and Operations Research
- Marco Frittelli
- Emanuela Rosazza Gianin
- Stefan Nickel
- Long Jiang
- Shige Peng
- Sara Biagini
- Giacomo Scandolo
- Alexander Schied
Citations in the corpus
- A critical review on supply chain risk – Definition, measure and modeling ☆ (2015, background): “they require probability distributions of the risk regarded as well as preference function to these probability distributions [82].”
- Putting order in risk measures (2002, background): “Finally we recall that there are notable links between coherent risk measures, convex games, distorted probabilities, Choquet integral representation and insurance prices; the interested reader can find the definitions and results about convex games in Delbaen (1974, 2000) and Schmeidler (1972); abo”