Before revision:  The results show that any convex risk measure used for indifference pricing leads to an equivalent martingale measure. This entails a simple linear representation of the price as the expected derivative payoff under the "risk indifference measure" . From a risk management perspective, the model provides two-sided risk indifference bounds for derivative prices in incomplete markets.
After revision:  The results show that dynamic risk indifference prices provide tighter price bounds than dynamic upper and lower hedging prices. Besides, a linear version of the price as the expected derivative payoff under the "risk indifference measure" . From a risk management perspective, the model provides two-sided risk indifference bounds for derivative prices in incomplete markets.