Furman, Edward; Zitikis, Ričardas Weighted pricing functionals with applications to insurance. (English) Zbl 1483.91194 N. Am. Actuar. J. 13, No. 4, 483-496 (2009). MSC: 91G05 PDFBibTeX XMLCite \textit{E. Furman} and \textit{R. Zitikis}, N. Am. Actuar. J. 13, No. 4, 483--496 (2009; Zbl 1483.91194) Full Text: DOI
Furman, Edward; Zitikis, Ričardas Weighted risk capital allocations. (English) Zbl 1189.62163 Insur. Math. Econ. 43, No. 2, 263-269 (2008). MSC: 62P05 65C60 91B30 PDFBibTeX XMLCite \textit{E. Furman} and \textit{R. Zitikis}, Insur. Math. Econ. 43, No. 2, 263--269 (2008; Zbl 1189.62163) Full Text: DOI