Zero utility principle under uncertainty
From MaRDI portal
Cites work
- A note on additive risk measures in rank-dependent utility
- A rank-dependent generalization of zero utility principle.
- Advances in prospect theory: cumulative representation of uncertainty
- An introduction to the theory of functional equations and inequalities. Cauchy's equation and Jensen's inequality. Edited by Attila Gilányi
- scientific article; zbMATH DE number 3844885 (Why is no real title available?)
- scientific article; zbMATH DE number 4032883 (Why is no real title available?)
- scientific article; zbMATH DE number 3671542 (Why is no real title available?)
- scientific article; zbMATH DE number 3333061 (Why is no real title available?)
- Insurance premium-based shortfall risk measure induced by cumulative prospect theory
- Non-additive measure and integral
- On applications of inequalities for quasideviation means in actuarial mathematics
- On existence and uniqueness of the principle of equivalent utility under cumulative prospect theory
- On iterative premium calculation principles under Cumulative Prospect Theory
- On positive homogeneity and comonotonic additivity of the principle of equivalent utility under cumulative prospect theory
- Pricing insurance contracts under cumulative prospect theory
- Risk measures based on behavioural economics theory
- Zero utility principles coinciding on binary risks
This page was built for publication: Zero utility principle under uncertainty
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6875937)