Zero utility principles coinciding on binary risks

DOI10.1007/S00010-023-01016-2zbMath1530.39014OpenAlexW4388817305MaRDI QIDQ6185276

Jacek Chudziak, Małgorzata Chudziak

Publication date: 8 January 2024

Published in: Aequationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00010-023-01016-2

zbMATH Keywords

functional equationextensioninsurance premiumzero utility principle

Mathematics Subject Classification ID

Utility theory (91B16) Stability, separation, extension, and related topics for functional equations (39B82) Iteration theory, iterative and composite equations (39B12) Risk models (general) (91B05)

Cites Work

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• Pricing insurance contracts under cumulative prospect theory
• On iterative premium calculation principles under Cumulative Prospect Theory
• PEXIDER EQUATION ON A RESTRICTED DOMAIN
• On applications of inequalities for quasideviation means in actuarial mathematics

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