On the use of capacities in representing premium calculation principles
From MaRDI portal
Publication:698355
DOI10.1007/s102030170011zbMath1022.91033MaRDI QIDQ698355
Publication date: 21 October 2003
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s102030170011
91B06: Decision theory
Cites Work
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- Non-additive measure and integral
- Modeling attitudes towards uncertainty and risk through the use of Choquet integral
- Axiomatic characterization of insurance prices
- Subjective Probability and Expected Utility without Additivity
- The Dual Theory of Choice under Risk