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Contingent claim pricing using probability distortion operators: Methods from insurance risk pricing and their relationship to financial theory

机译：使用概率失真算子的或有债权定价：保险风险定价的方法及其与金融理论的关系

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Mahmoud Hamada; Michael Sherris;
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年度 2003
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1. Contingent Claim Pricing Using a Normal Inverse Gaussian Probability Distortion Operator [J] . Frederic Godin, Silvia Mayoral, Manuel Morales The journal of risk and insurance . 2012,第3期

机译：使用正态逆高斯概率失真算子的或有索赔定价
2. Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework [J] . M. Corradini, A. Gheno Insurance . 2009,第2期

机译：在双重期望效用理论框架下的不完整金融市场和或有索赔定价
3. The Relationships between Real Estate Price and Expected Financial Asset Risk and Return: Theory and Empirical Evidence [J] . Gang-Zhi Fan, Zsuzsa R. Huszar, Weina Zhang The Journal of real estate finance and economics . 2013,第4期

机译：房地产价格与预期金融资产风险收益之间的关系：理论与实证
4. The analysis of macro financial risks in Brazil by using contingent claim balance sheet [C] . Yonggang Ye, Siying Lv, Lingfeng Song The 4th International Conference on Wireless Communications, Networking and Mobile Computing（第四届IEEE无线通信、网络技术及移动计算国际会议）论文集 . 2008

机译：使用或有资产负债表分析巴西的宏观金融风险
5. Contingent claim pricing with applications to financial risk management. [D] . Chen, Hua. 2008

机译：或有债权定价以及在金融风险管理中的应用。
6. Relationship between financial speculation and food prices or price volatility: applying the principles of evidence-based medicine to current debates in Germany [O] . Kayvan Bozorgmehr, Sabine Gabrysch, Olaf Müller, 2013

机译：金融投机与食品价格或价格波动之间的关系：将循证医学原理应用于德国当前的辩论
7. Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory [O] . Mahmoud Hamada, Michael Sherris 100

机译：使用概率失真算子的或有索赔定价：保险风险定价的方法及其与财务理论的关系
8. Scaling Invariance and Contingent Claim Pricing II: Path-Dependent Contingent211 Claims. Modelling, Analysis and Simulation [R] . Hoogland, J. K., Neumann, C. D. D. 1999

机译：扩展不变性和或有索赔定价II：路径相关的Contingent211索赔。建模，分析和模拟

Contingent claim pricing using probability distortion operators: Methods from insurance risk pricing and their relationship to financial theory

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