MAP20150023773Pichler, AloisMinimal representation of insurance prices / Alois Pichler, Alexander ShapiroSumario: This 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 insuranceEn: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 04/05/2015 Volumen 62 - mayo 2015 I. Title.
