Iterative Adjustment of Survival Functions by Composed Probability Distortions

Author:

Bienvenüe Alexis,Rullière Didier

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Finance,Business, Management and Accounting (miscellaneous),Accounting

Reference23 articles.

1. Artzner, P., Delbaen, F., Eber, J.-M. and Heath, D. (1997) ‘Thinking coherently’, Risk 10: 68–71.

2. Bagdonavicius, V and Nikulin, M. (2002) Accelerated life models, Monographs on Statistics and Applied Probability 94, pp 1–334.

3. Bernoulli, D. ([1731] 1954) ‘Specimen theoriae novae de mensura sortis [Exposition of a New Theory on the Measurement of Risk]’, Econometrica XXI: 223 sqq.

4. Bleichrodt, H. and Eeckoudt, L. (2006) ‘Survival risks, intertemporal consumption, and insurance: The case of distorted probabilities’, Insurance: Mathematics and Economics 38: 335–346.

5. Brass, W. (1969) ‘A generation method for projecting death rates’, in F. Bechhofer (ed.) Population Growth and the Brain Dead, Birmingham: Edinburgh University Press, pp. 75–91.

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