On applications of inequalities for quasideviation means in actuarial mathematics

DOI10.7153/mia-2018-21-44zbMath1397.39018OpenAlexW2888305294MaRDI QIDQ4685272

Jacek Chudziak

Publication date: 5 October 2018

Published in: Mathematical Inequalities & Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.7153/mia-2018-21-44

zbMATH Keywords

comparisonconvexityequalitysubadditivitypositive homogeneityzero utility principlequasideviation mean

Mathematics Subject Classification ID

Utility theory (91B16) Functional equations for real functions (39B22) Systems of functional equations and inequalities (39B72)

Related Items (6)

On a disparity between willingness to pay and willingness to accept under the Rank-Dependent Utility model ⋮ Limit theorems for deviation means of independent and identically distributed random variables ⋮ Zero utility principles coinciding on binary risks ⋮ Extension problem for principles of equivalent utility ⋮ On some applications of quasideviation means ⋮ On comparison of the principles of equivalent utility and its applications

Cites Work

• General inequalities for quasideviation means
• A rank-dependent generalization of zero utility principle.
• Pricing insurance contracts under cumulative prospect theory
• A general inequality for means
• General inequalities for nonsymmetric means
• The Methods of Distances in the Theory of Probability and Statistics
• Characterization of quasideviation means
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