Decision principles derived from risk measures

DOI10.1016/j.insmatheco.2010.07.004zbMath1231.91191OpenAlexW2034850558MaRDI QIDQ661251

Roger J. A. Laeven, Rob Kaas, Marc J. Goovaerts

Publication date: 10 February 2012

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.07.004

zbMATH Keywords

decision-makingaxiomatizationEsscher transformrisk measurementexponential utilitypremium principlesequivalent utilitymeasure of riskrisk transfer principlessolvency capital principles

Mathematics Subject Classification ID

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