Extension problem for principles of equivalent utility

DOI10.1007/S00010-019-00638-9zbMath1411.91274OpenAlexW2911248329WikidataQ128367383 ScholiaQ128367383MaRDI QIDQ1731438

Jacek Chudziak

Publication date: 13 March 2019

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

Full work available at URL: https://doi.org/10.1007/s00010-019-00638-9

zbMATH Keywords

extensioninsurance premiumgeneral linear equationprinciple of equivalent utility

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (3)

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

Cites Work

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• Pexider's equation and aggregation of allocations
• A rank-dependent generalization of zero utility principle.
• On functional equations stemming from actuarial mathematics
• 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
• The Methods of Distances in the Theory of Probability and Statistics
• On applications of inequalities for quasideviation means in actuarial mathematics

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