Comparing utility derivative premia under additive and multiplicative risks

DOI10.1016/j.insmatheco.2023.02.006zbMath1520.91330OpenAlexW4322766554MaRDI QIDQ6116752

Christoph Heinzel

Publication date: 18 July 2023

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2023.02.006

zbMATH Keywords

comparative risk aversionutility premiummultiplicative riskprecautionary premiumhigher-order risk

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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