Pricing insurance contracts under cumulative prospect theory (Q2427822)

From MaRDI portal
Revision as of 22:42, 2 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Pricing insurance contracts under cumulative prospect theory
scientific article

    Statements

    title
    Pricing insurance contracts under cumulative prospect theory (English)
    0 references
    author
    Marek Kaluszka
    0 references
    Michał Krzeszowiec
    0 references
    publication date
    18 April 2012
    0 references
    review text
    In the paper, a new premium principle is introduced. This premium principle is based on Cumulative Prospect Theory by \textit{D. Kahneman} and \textit{A. Tversky}, [Econometrica 47, 313--327 (1979; Zbl 0411.90012)]. The various properties of this new premium principle are examined in the text.
    0 references
    zbMATH DE Number
    6025316
    0 references
    zbMATH Keywords
    cumulative prospect theory
    0 references
    premium principle
    0 references
    non-expected utility
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2427822&oldid=15093146"
    Powered by MediaWiki