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q-fin.RM2013
Premiums And Reserves, Adjusted By Distortions
Alois Pichler
The net-premium principle is considered to be the most genuine and fair premium principle in actuarial applications. However, an insurance company, applying the net-premium princip…
math.FA2013
The Natural Banach Space for Version Independent Risk Measures
Alois Pichler
Risk measures, or coherent measures of risk are often considered on the space L^\infty, and important theorems on risk measures build on that space. Other risk measures, among them…