Pricing insurance contracts under Cumulative Prospect Theory-Reference-Cited by-同舟云学术

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Pricing insurance contracts under Cumulative Prospect Theory

Published:2012-01 Issue:1 Volume:50 Page:159-166
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Kaluszka Marek,Krzeszowiec Michał

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference27 articles.

1. Lectures on Non-additive Measure and Integral;Denneberg,1994

2. Parametric weighting functions;Diecidue;Journal of Economic Theory,2009

3. Gerber, H.U., 1979. An Introduction to Mathematical Risk Theory. Homewood, Philadelphia.

4. On additive principles of zero utility;Gerber;Insurance: Mathematics and Economics,1985

5. A taxonomy of utility functions;Gillen,2010

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