On additive principles of zero utility
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Publication:1069642
DOI10.1016/0167-6687(85)90036-8zbMath0584.62172OpenAlexW1981932471WikidataQ127098638 ScholiaQ127098638MaRDI QIDQ1069642
Publication date: 1985
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(85)90036-8
functional equationadditivityrisk aversionfifth order approximationlinear or exponential utilitypremium of a small riskprinciples of premium calculation
Related Items (11)
On the small risk approximation ⋮ ENTROPIC RISK MEASURES: COHERENCE VS. CONVEXITY, MODEL AMBIGUITY AND ROBUST LARGE DEVIATIONS ⋮ Perturbation calculus in risk theory: Application to chains and trees of reinsurance ⋮ The tradeoff insurance premium as a two-sided generalisation of the distortion premium ⋮ Pricing insurance contracts under cumulative prospect theory ⋮ A note on additive risk measures in rank-dependent utility ⋮ Decision principles derived from risk measures ⋮ A new characterization of distortion premiums via countable additivity for comonotonic risks ⋮ Some new classes of consistent risk measures ⋮ The zero utility principle for scale families of risk distributions ⋮ Behavioral premium principles
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