On additive principles of zero utility
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Publication:1069642
DOI10.1016/0167-6687(85)90036-8zbMATH Open0584.62172OpenAlexW1981932471WikidataQ127098638 ScholiaQ127098638MaRDI QIDQ1069642FDOQ1069642
Authors: H. U. Gerber 
Publication date: 1985
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(85)90036-8
Recommendations
additivityrisk aversionfunctional equationfifth order approximationlinear or exponential utilitypremium of a small riskprinciples of premium calculation
Cites Work
Cited In (18)
- Premium rating under non-exponential utility
- Behavioral premium principles
- Decision principles derived from risk measures
- Perturbation calculus in risk theory: Application to chains and trees of reinsurance
- On the small risk approximation
- Zero utility principles coinciding on binary risks
- A note on subadditivity of zero-utility premiums
- Title not available (Why is that?)
- On quasi-convexity of the zero utility principle
- Pricing insurance contracts under cumulative prospect theory
- The tradeoff insurance premium as a two-sided generalisation of the distortion premium
- Some new classes of consistent risk measures
- On iterative premium calculation principles under Cumulative Prospect Theory
- Entropic risk measures: coherence vs. convexity, model ambiguity and robust large deviations
- A note on additive risk measures in rank-dependent utility
- The zero utility principle for scale families of risk distributions
- Title not available (Why is that?)
- A new characterization of distortion premiums via countable additivity for comonotonic risks
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