On iterative premium calculation principles under Cumulative Prospect Theory
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Publication:2443220
DOI10.1016/j.insmatheco.2013.02.009zbMath1284.91244MaRDI QIDQ2443220
Michał Krzeszowiec, Marek Kaluszka
Publication date: 4 April 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.02.009
non-expected utility; iterativity; Cumulative Prospect Theory; zero utility principle; generalized Choquet integral
91B06: Decision theory
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Cites Work
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