Zero utility principles coinciding on binary risks

DOI10.1007/S00010-023-01016-2MaRDI QIDQ6185276zbMATH OpenOpenAlexFDO

Authors Jacek Chudziak, Małgorzata Chudziak

Publication date 8 January 2024

Published in Aequationes Mathematicae (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

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

zbMATH Keywords

extensionfunctional equationinsurance premiumzero utility principle

Mathematics Subject Classification ID

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

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Cites work

• A rank-dependent generalization of zero utility principle.
• An introduction to the theory of functional equations and inequalities. Cauchy's equation and Jensen's inequality. Edited by Attila Gilányi
• Extension problem for principles of equivalent utility
• scientific article; zbMATH DE number 5321684 (Why is no real title available?)
• scientific article; zbMATH DE number 4032883 (Why is no real title available?)
• scientific article; zbMATH DE number 1249326 (Why is no real title available?)
• scientific article; zbMATH DE number 3333061 (Why is no real title available?)
• 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 functional equations stemming from actuarial mathematics
• 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
• Pexider equation on a restricted domain
• Pricing insurance contracts under cumulative prospect theory

Cited in

(1)

• Zero utility principle under uncertainty

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