The seller's risk-indifference price evaluation is studied. We propose a dynamic risk-indifference pricing criteria derived from a fully-dynamic family of risk measures on the $L_p$-spaces for $p\in [1,\infty]$. The concept of fully-dynamic risk measures extends the one of dynamic risk measures by adding the actual possibility of changing the risk perspectives over time. The family is then characterised by a double time index. Our framework fits well the study of both short and long term investments. In this dynamic framework we analyse whether the risk-indifference pricing criterion actually provides a proper convex price system, for which time-consistency is guaranteed. It turns out that the analysis is quite delicate and necessitates an adequate setting. This entails the use of capacities and an extension of the whole price system to the Banach spaces derived by the capacity seminorms. Furthermore, we consider the relationship of the fully-dynamic risk-indifference price with no-goo 查看全文>>