An economic premium principle under the dual theory of the smooth ambiguity model
By Yoichiro Fujii, Hideki Iwaki and Yusuke Osaki
| Year of publication: |
2017
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|---|---|
| Authors: | Fujii, Yoichiro ; Iwaki, Hideki ; Osaki, Yusuke |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 47.2017, 3, p. 787-801
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| Subject: | Ambiguity | economic premium principle | equilibrium | the dual theory of thesmooth ambiguity model | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2017.14 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011763633