On functional equations stemming from actuarial mathematics

DOI10.1007/S00010-017-0519-2zbMath1393.39013OpenAlexW2780767377WikidataQ114859317 ScholiaQ114859317MaRDI QIDQ1647753

Jacek Chudziak

Publication date: 26 June 2018

Published in: Aequationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00010-017-0519-2

zbMATH Keywords

functional equationextensioninsurance premiumequivalent utility

Mathematics Subject Classification ID

Utility theory (91B16) Stability, separation, extension, and related topics for functional equations (39B82) Iteration theory, iterative and composite equations (39B12) Dynamical systems in optimization and economics (37N40)

Related Items (3)

Zero utility principles coinciding on binary risks ⋮ On positive homogeneity and comonotonic additivity of the principle of equivalent utility under cumulative prospect theory ⋮ Extension problem for principles of equivalent utility

Cites Work

• A rank-dependent generalization of zero utility principle.
• On existence and uniqueness of the principle of equivalent utility under cumulative prospect theory
• Generalized Pexider equation on an open domain
• Pricing insurance contracts under cumulative prospect theory
• On iterative premium calculation principles under Cumulative Prospect Theory
• PEXIDER EQUATION ON A RESTRICTED DOMAIN
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