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DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE - MaRDI portal

DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE (Q4563754)

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scientific article; zbMATH DE number 6880315
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English
DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE
scientific article; zbMATH DE number 6880315

    Statements

    title
    DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE (English)
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    publication date
    4 June 2018
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    zbMATH Keywords
    disappointment aversion theory
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    equivalent utility premium principle
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    generalized Arrow-Pratt approximation
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    explicit representations
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    capital reserve regulatory requirement
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    Identifiers

    DOI
    10.1017/asb.2015.12
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    zbMATH DE Number
    6880315
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    OpenAlex ID
    W2309428600
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