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Volumn 23, Issue 1, 1998, Pages 1-14

Families of update rules for non-additive measures: Applications in pricing risks

Author keywords

Bayes' update rule; Choquet integral; Conditional probability; Dempster Shafer update rule; Pricing principle

Indexed keywords


EID: 0032585130     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(98)00017-1     Document Type: Article
Times cited : (10)

References (20)
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  • 2
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  • 3
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    • Preference reversal and the symmetric Choquet integral
    • University of Trier, 9-11 September, 1991
    • Denneberg, D. (1991). Preference reversal and the symmetric Choquet integral, 16th Symposium on Operations Research, University of Trier, 9-11 September, 1991.
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  • 4
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    • Denneberg, D. (1994a). Conditioning (updating) non-additive measures. Annals of Operations Research 52, 21-42.
    • (1994) Annals of Operations Research , vol.52 , pp. 21-42
    • Denneberg, D.1
  • 6
    • 0011691614 scopus 로고
    • Arbitrage
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    • Dybvig, P.H., Ross, S.A. (1992). Arbitrage, in: Newman, P.K., Milgate, M., Eatwell, J. (Eds.), The New Palgrave Dictionary of Money and Finance, vol. 1, Macmillan, London, pp. 43-50.
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    • Dybvig, P.H.1    Ross, S.A.2
  • 10
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  • 11
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    • Premium calculation implications of reinsurance without arbitrage
    • Venter, G.G. (1991). Premium calculation implications of reinsurance without arbitrage. ASTIN Bulletin 21, 223-230.
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    • Venter, G.G.1
  • 12
    • 84981705128 scopus 로고
    • Insurance pricing and increased limits ratemaking by proportional hazards transforms
    • Wang, S.S. (1995). Insurance pricing and increased limits ratemaking by proportional hazards transforms. Insurance: Mathematics and Economics 17, 43-54.
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  • 13
    • 85011528623 scopus 로고    scopus 로고
    • Premium calculation by transforming the layer premium density
    • Wang, S.S. (1996). Premium calculation by transforming the layer premium density. ASTIN Bulletin 26, 71-92.
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    • Wang, S.S.1
  • 14
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    • Risk-adjusted credibility premiums using distorted probabilities
    • to appear
    • Wang, S.S., Young, V.R. (1998). Risk-adjusted credibility premiums using distorted probabilities. Scandinavian Actuarial Journal, to appear.
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    • Wang, S.S.1    Young, V.R.2
  • 16
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    • Prior envelopes based on belief functions
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  • 17
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  • 18
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    • Robust Bayesian credibility using semiparametric models
    • to appear
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  • 19
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    • Updating non-additive measures with fuzzy information
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    • Young, V.R.1    Wang, S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.