Disappointment aversion premium principle
by Ka Chun Cheung, Wing Fung Chong, Robert Elliott and Sheung Chi Phillip Yam
| Year of publication: |
2015
|
|---|---|
| Authors: | Cheung, Ka Chun ; Chong, Wing Fung ; Elliott, Robert J. ; Yam, Sheung Chi Phillip |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 45.2015, 3, p. 679-702
|
| Subject: | Disappointment aversion theory | equivalent utility premium principle | generalized Arrow-Pratt approximation | explicit representations | capital reserve regulatory requirement | Theorie | Theory | Risikoaversion | Risk aversion | Risikoprämie | Risk premium | Nutzen | Utility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011397624