| LDR | | | 00000cab a2200000 4500 |
| 001 | | | MAP20150023773 |
| 003 | | | MAP |
| 005 | | | 20150707153717.0 |
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| 040 | | | $aMAP$bspa$dMAP |
| 084 | | | $a6 |
| 100 | 1 | | $0MAPA20130014081$aPichler, Alois |
| 245 | 1 | 0 | $aMinimal representation of insurance prices$cAlois Pichler, Alexander Shapiro |
| 520 | | | $aThis paper prices insurance contracts by employing law invariant, coherent risk measures from mathematical finance. We demonstrate that the corresponding premium principle enjoys a minimal representation. Uniquenessin a sense specified in the paperof this premium principle is derived from this initial result. The representations are derived from a result by Kusuoka, which is usually given for nonatomic probability spaces. We extend this setting to premium principles for spaces with atoms, as this is of particular importance for insurance. |
| 773 | 0 | | $wMAP20077100574$tInsurance : mathematics and economics$dOxford : Elsevier, 1990-$x0167-6687$g04/05/2015 Volumen 62 - mayo 2015 |
| 856 | | | $yMÁS INFORMACIÓN$umailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A |
