On iterative premium calculation principles under Cumulative Prospect Theory (Q2443220)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On iterative premium calculation principles under Cumulative Prospect Theory |
scientific article |
Statements
On iterative premium calculation principles under Cumulative Prospect Theory (English)
0 references
4 April 2014
0 references
Cumulative Prospect Theory
0 references
iterativity
0 references
zero utility principle
0 references
non-expected utility
0 references
generalized Choquet integral
0 references
