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

Albrecht, 1992, Premium calculation without arbitrage - Discussion of Venter's paper, ASTIN Bulletin, 22, 247, 10.2143/AST.22.2.2005119 Chateauneuf, 1996, Choquet pricing for financial markets with frictions, Mathematical Finance, 6, 323, 10.1111/j.1467-9965.1996.tb00119.x Denneberg, 1991, Preference reversal and the symmetric Choquet integral Denneberg, 1994, Conditioning (updating) non-additive measures, Annals of Operations Research, 52, 21, 10.1007/BF02032159 Denneberg, 1994 Dybvig, 1992, Arbitrage, vol. 1, 43 Fagin, 1991, A new approach to updating beliefs, Uncertainty in Artificial Intelligence, 6, 347 Gilboa, 1993, Updating ambiguous beliefs, Journal of Economic Theory, 59, 33, 10.1006/jeth.1993.1003 Jaffray, 1992, Bayesian updating and belief functions, IEEE Transactions on Systems, Man, and Cybernetics, 22, 1144, 10.1109/21.179852 Schmeidler, 1989, Subjective probability and expected utility without additivity, Econometrica, 57, 571, 10.2307/1911053 Venter, 1991, Premium calculation implications of reinsurance without arbitrage, ASTIN Bulletin, 21, 223, 10.2143/AST.21.2.2005365 Wang, 1995, Insurance pricing and increased limits ratemaking by proportional hazards transforms, Insurance: Mathematics and Economics, 17, 43, 10.1016/0167-6687(95)00010-P Wang, 1996, Premium calculation by transforming the layer premium density, ASTIN Bulletin, 26, 71, 10.2143/AST.26.1.563234 Wang, 1998, Risk-adjusted credibility premiums using distorted probabilities, Scandinavian Actuarial Journal, 10.1080/03461238.1998.10413999 Wang, 1997, Axiomatic characterization of insurance prices, Insurance: Mathematics and Economics, 21, 173, 10.1016/S0167-6687(97)00031-0 Wasserman, 1990, Prior envelopes based on belief functions, Annals of Statistics, 18, 454, 10.1214/aos/1176347511 Yaari, 1987, The dual theory of choice under risk, Econometrica, 55, 95, 10.2307/1911158 Young, 1998, Robust Bayesian credibility using semiparametric models, ASTIN Bulletin, 10.2143/AST.28.2.519065 Young, 1998, Updating non-additive measures with fuzzy information, Fuzzy Sets and Systems, 94, 355, 10.1016/S0165-0114(96)00238-2 Young, 1998