Mean-Value Principle under Cumulative Prospect Theory
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Publication:2866002
DOI10.2143/AST.42.1.2160737zbMath1277.91086OpenAlexW2271557140MaRDI QIDQ2866002
Marek Kaluszka, Michał Krzeszowiec
Publication date: 12 December 2013
Full work available at URL: https://www.researchgate.net/profile/Marek_Kaluszka2/publication/259432349_Mean-Value_Principle_under_Cumulative_Prospect_Theory/links/0c9605317968796889000000.pdf
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DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE ⋮ Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks ⋮ On risk aversion under fuzzy random data ⋮ Risk measures based on behavioural economics theory ⋮ RISK MEASURES DERIVED FROM A REGULATOR’S PERSPECTIVE ON THE REGULATORY CAPITAL REQUIREMENTS FOR INSURERS ⋮ Reinsurance premium principles based on weighted loss functions
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