On comparison of the principles of equivalent utility and its applications

DOI10.15330/cmp.11.2.240-249zbMath1435.91144OpenAlexW3003767805MaRDI QIDQ5219885

Małgorzata Chudziak

Publication date: 13 March 2020

Published in: Carpathian Mathematical Publications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15330/cmp.11.2.240-249

zbMATH Keywords

comparisonequalitypositive homogeneityinsurance premiumrisk loadingquasideviation mean

Mathematics Subject Classification ID

Utility theory (91B16) Actuarial mathematics (91G05)

Cites Work

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• General inequalities for quasideviation means
• Non-additive measure and integral
• A rank-dependent generalization of zero utility principle.
• On existence and uniqueness of the principle of equivalent utility under cumulative prospect theory
• Pricing insurance contracts under cumulative prospect theory
• The Methods of Distances in the Theory of Probability and Statistics
• Characterization of quasideviation means
• On applications of inequalities for quasideviation means in actuarial mathematics

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