Measurement of relative inequity and Yaari's dual theory of risk.

DOI10.1016/S0167-6687(01)00101-9zbMath1074.91559MaRDI QIDQ1413305

Virginia R. Young, S. David Promislow

Publication date: 16 November 2003

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

Distorted probabilityCredibility theory(Income) inequality

Mathematics Subject Classification ID

Cites Work

• A controversial proposal concerning inequality measurement
• Ordering risks: expected utility theory versus Yaari's dual theory of risk
• Non-additive measure and integral
• Axiomatic characterization of insurance prices
• Simple entropic derivation of a generalized Black-Scholes option pricing model
• Optimal insurance under Wang's premium principle.
• An axiomatic characterization of some measures of unfairness
• Equity and Credibility
• Inequality Decomposition by Population Subgroups
• The Class of Additively Decomposable Inequality Measures
• Risk-adjusted credibility premiums using distorted probabilities
• The Dual Theory of Choice under Risk

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