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  • Search: subject:"Principle of equivalent utility"
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Subject
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Choquet integral 2 Decision under uncertainty 2 Entscheidung unter Unsicherheit 2 Erwartungsnutzen 2 Expected utility 2 Nutzen 2 Nutzenfunktion 2 Nutzentheorie 2 Principle of equivalent utility 2 Prospect Theory 2 Prospect theory 2 Präferenztheorie 2 Theory of preferences 2 Utility 2 Utility function 2 Utility theory 2 Additivity for comonotonic risks 1 Cumulative Prospect Theory 1 Cumulative prospect theory 1 Existence 1 Positive homogeneity 1 Risiko 1 Risikoaversion 1 Risk 1 Risk aversion 1 Uniqueness 1 insurance premiums 1 iterativity 1 non-life insurance 1 principle of equivalent utility (or principle of zero utility) 1 principles of premium calculation 1
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Undetermined 2 Free 1
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2 Undetermined 1
Author
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Chudziak, J. 2 Mihaela, Covrig 1
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Insurance / Mathematics & economics 2 Ovidius University Annals, Economic Sciences Series 1
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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On positive homogeneity and comonotonic additivity of the principle of equivalent utility under cumulative prospect theory
Chudziak, J. - In: Insurance / Mathematics & economics 94 (2020), pp. 154-159
Persistent link: https://www.econbiz.de/10012419195
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On existence and uniqueness of the principle of equivalent utility under Cumulative Prospect Theory
Chudziak, J. - In: Insurance / Mathematics & economics 79 (2018), pp. 243-246
Persistent link: https://www.econbiz.de/10011825485
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Premiums in non-Life Insurance: on the Property of Iterativity
Mihaela, Covrig - In: Ovidius University Annals, Economic Sciences Series XII (2012) 2, pp. 1055-1058
properties that should be satisfied. The main result concerns the iterativity property of the principle of equivalent utility (or …
Persistent link: https://www.econbiz.de/10010679537
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