Characterization of positive homogeneity for the principle of equivalent utility

DOI10.1007/s13398-022-01269-7zbMath1492.91282OpenAlexW4281625214WikidataQ114219813 ScholiaQ114219813MaRDI QIDQ2144424

Jacek Chudziak

Publication date: 13 June 2022

Published in: Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13398-022-01269-7

zbMATH Keywords

functional equationcumulative prospect theorypositive homogeneityinsurance premium

Mathematics Subject Classification ID

Utility theory (91B16) Systems of functional equations and inequalities (39B72) Actuarial mathematics (91G05)

Cites Work

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• PEXIDER EQUATION ON A RESTRICTED DOMAIN
• Prospect Theory: An Analysis of Decision under Risk
• Optimization of Convex Risk Functions
• Optimal reinsurance

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