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20142020
most citedIncorporating statistical model error into the calculation of acceptability prices of contingent claims

11 citations · 13 across the 5 of their papers we have counts for

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q-fin.RM2018

The distortion principle for insurance pricing: properties, identification and robustness

Daniela Escobar, Georg Pflug

Distortion (Denneberg 1990) is a well known premium calculation principle for insurance contracts. In this paper, we study sensitivity properties of distortion functionals w.r.t. t…