A rank-dependent generalization of zero utility principle.
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Publication:1413338
DOI10.1016/S0167-6687(03)00144-6zbMath1058.91024MaRDI QIDQ1413338
Publication date: 16 November 2003
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Related Items (22)
On the alienation of the exponential Cauchy equation and the Hosszú equation ⋮ Characterization of positive homogeneity for the principle of equivalent utility ⋮ On functional equations stemming from actuarial mathematics ⋮ DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE ⋮ On Carlson's inequality for Sugeno and Choquet integrals ⋮ The tradeoff insurance premium as a two-sided generalisation of the distortion premium ⋮ Pricing insurance contracts under cumulative prospect theory ⋮ Zero utility principles coinciding on binary risks ⋮ Alien Functional Equations: A Selective Survey of Results ⋮ On positive homogeneity and comonotonic additivity of the principle of equivalent utility under cumulative prospect theory ⋮ On iterative premium calculation principles under Cumulative Prospect Theory ⋮ A note on additive risk measures in rank-dependent utility ⋮ Extension problem for principles of equivalent utility ⋮ Weighted premium calculation principles ⋮ On existence and uniqueness of the principle of equivalent utility under cumulative prospect theory ⋮ Weighted risk capital allocations ⋮ On applications of inequalities for quasideviation means in actuarial mathematics ⋮ On comparison of the principles of equivalent utility and its applications ⋮ Additive Consistency of Risk Measures and Its Application to Risk-Averse Routing in Networks ⋮ Behavioral premium principles ⋮ Equilibrium routing under uncertainty ⋮ Insurance premium-based shortfall risk measure induced by cumulative prospect theory
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