Insurance Premium Calculations with Anticipated Utility Theory (Q4461280)
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scientific article; zbMATH DE number 2063690
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Insurance Premium Calculations with Anticipated Utility Theory |
scientific article; zbMATH DE number 2063690 |
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Insurance Premium Calculations with Anticipated Utility Theory (English)
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30 March 2004
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mean-value-distortion pricing principle
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comonotonicity
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risk aversion
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optimal reinsurance
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