On stop-loss order and the distortion pricing principle

ASTIN Bulletin

Volumn 28, Issue 1, 1998, Pages 119-134

  Hürlimann, Werner ^a  

^a Mathematik KB L Winterthur   (Switzerland)

Author keywords

distortion function; Hardy Littlewood transform; Pricing theory; quantile function; stochastic order; stop loss order

Indexed keywords

EID: 85011484756     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.28.1.519082     Document Type: Article

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