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On iterative premium calculation principles under Cumulative Prospect Theory

  • Published:2013-05 Issue:3 Volume:52 Page:435-440
  • 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

Reference13 articles.

1. Mathematical Methods in Risk Theory;Bühlmann,1970

2. Lectures on Non-Additive Measure and Integral;Denneberg,1994

3. On iterative premium calculation principles;Gerber;Bulletin of the Swiss Association of Actuaries,1974

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

5. A note on iterative premium calculation principles;Goovaerts;ASTIN Bulletin,1979

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