AN ITERATIVITY CONDITION FOR THE MEAN-VALUE PRINCIPLE UNDER CUMULATIVE PROSPECT THEORY (Q5398343)
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scientific article; zbMATH DE number 6262169
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN ITERATIVITY CONDITION FOR THE MEAN-VALUE PRINCIPLE UNDER CUMULATIVE PROSPECT THEORY |
scientific article; zbMATH DE number 6262169 |
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AN ITERATIVITY CONDITION FOR THE MEAN-VALUE PRINCIPLE UNDER CUMULATIVE PROSPECT THEORY (English)
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27 February 2014
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insurance theory
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cumulative prospect theory
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generalized Choquet integral
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iterativity
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premium principles
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mean-value principle
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distorted probability
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