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On existence and uniqueness of the principle of equivalent utility under Cumulative Prospect Theory

  • Published:2018-03 Issue: Volume:79 Page:243-246
  • ISSN:0167-6687
  • Container-title:Insurance: Mathematics and Economics
  • language:en
  • Short-container-title:Insurance: Mathematics and Economics

Author:

Chudziak J.

Funder

Center for Innovation and Transfer of Natural Sciences and Engineering Knowledge

Publisher

Elsevier BV

Subject

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

Reference8 articles.

1. Actuarial Mathematics;Bowers,1986

2. Mathematical Models in Risk Theory;Bühlmann,1970

3. An Introduction To Mathematical Risk Theory. S. S. Huebner Foundation;Gerber,1979

4. A rank-dependent generalization of zero utility principle;Heilpern;Insurance Math. Econom.,2003

5. Pricing insurance contracts under Cumulative Prospect Theory;Kałuszka;Insurance Math. Econom.,2012

Cited by 7 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Zero utility principles coinciding on binary risks;Aequationes mathematicae;2023-11-20

2. Characterization of positive homogeneity for the principle of equivalent utility;Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A. Matemáticas;2022-05-31

3. A unified approach to the monotone integral-based premium principles under the CPT theory;Fuzzy Sets and Systems;2020-11

4. On positive homogeneity and comonotonic additivity of the principle of equivalent utility under Cumulative Prospect Theory;Insurance: Mathematics and Economics;2020-09

5. On comparison of the principles of equivalent utility and its applications;Carpathian Mathematical Publications;2019-12-31
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