Insurance Premium Calculations with Anticipated Utility Theory

DOI10.2143/AST.31.1.992zbMath1060.91083MaRDI QIDQ4461280

Cuncun Luan

Publication date: 30 March 2004

Published in: ASTIN Bulletin (Search for Journal in Brave)

zbMATH Keywords

optimal reinsurancerisk aversioncomonotonicitymean-value-distortion pricing principle

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Utility theory (91B16) Characterization and structure theory of statistical distributions (62E10)

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