Pricing insurance contracts under cumulative prospect theory

DOI10.1016/j.insmatheco.2011.11.001zbMath1239.91080OpenAlexW2051712401MaRDI QIDQ2427822

Michał Krzeszowiec, Marek Kaluszka

Publication date: 18 April 2012

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.11.001

zbMATH Keywords

non-expected utilitycumulative prospect theorypremium principle

Mathematics Subject Classification ID

Related Items (29)

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