A unified approach to the monotone integral-based premium principles under the CPT theory
From MaRDI portal
Publication:2035288
DOI10.1016/j.fss.2020.02.006zbMath1464.28019OpenAlexW3008430946MaRDI QIDQ2035288
Ana Simićević, Endre Pap, Biljana Mihailović, Mirjana Strboja
Publication date: 24 June 2021
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.fss.2020.02.006
Choquet integralfuzzy measurepremium principleCPT-like premium principleJensen-Steffensen-type inequality
Inequalities for sums, series and integrals (26D15) Fuzzy measure theory (28E10) Fuzzy real analysis (26E50) Actuarial mathematics (91G05)
Related Items
On quadruplets of nonadditive integrals ⋮ Generalized Minkowski type inequality for pseudo-integral ⋮ Mathematical foundation of artificial intelligence ⋮ A refinement of the Jensen type inequality for the pseudo-integral
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Discrete bipolar universal integrals
- Set functions, games and capacities in decision making
- Asymmetric integral as a limit of generated Choquet integrals based on absolutely monotone real set functions
- The Choquet integral with respect to a level dependent capacity
- Optimal reinsurance under convex principles of premium calculation
- Advances in prospect theory: cumulative representation of uncertainty
- Non-additive measure and integral
- Axiomatic characterization of insurance prices
- On existence and uniqueness of the principle of equivalent utility under cumulative prospect theory
- Choquet-like integrals
- Integrals based on monotone set functions
- Discrete bipolar pseudo-integrals
- Generalization of the jensen inequality for pseudo-integral
- Transformation of the pseudo-integral and related convergence theorems
- Pricing insurance contracts under cumulative prospect theory
- Theory of capacities
- A premium principle based on the g-integral
- Generalized Measure Theory
- Prospect Theory
- Accentuate the negative
- Subjective Probability and Expected Utility without Additivity
- Values of Non-Atomic Games
- The Dual Theory of Choice under Risk
- Aggregation operators. New trends and applications
