On applications of inequalities for quasideviation means in actuarial mathematics

DOI10.7153/MIA-2018-21-44MaRDI QIDQ4685272zbMATH OpenOpenAlexWikidataFDO

Authors Jacek Chudziak

Publication date 5 October 2018

Published in Mathematical Inequalities & Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.7153/mia-2018-21-44

zbMATH Keywords

comparisonconvexityequalitypositive homogeneityquasideviation meansubadditivityzero utility principle

Mathematics Subject Classification ID

Functional equations for real functions (39B22) Systems of functional equations and inequalities (39B72) Utility theory (91B16)

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Cites work

• A general inequality for means
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• General inequalities for nonsymmetric means
• General inequalities for quasideviation means
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• scientific article; zbMATH DE number 3671542 (Why is no real title available?)
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• scientific article; zbMATH DE number 3417748 (Why is no real title available?)
• Pricing insurance contracts under cumulative prospect theory
• The methods of distances in the theory of probability and statistics.

Cited in

(7)

• Extension problem for principles of equivalent utility
• On a disparity between willingness to pay and willingness to accept under the rank-dependent utility model
• On some applications of quasideviation means
• On comparison of the principles of equivalent utility and its applications
• Limit theorems for deviation means of independent and identically distributed random variables
• Zero utility principles coinciding on binary risks
• Zero utility principle under uncertainty

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