This paper examines an insurance or risk premium calculation method called the mean-value-distortion pricing principle in the general framework of anticipated utility theory. Then the relationship between comonotonicity and independence is explored. Two types of risk aversion and optimal reinsurance contracts are also discussed in the context of the pricing principle
Many papers in the litterature have adopted the expected utility paradigm to analyze insurance decis...
Constraints imposed on premium calculation principles are studied under one aspect of competitive ma...
We study the optimal insurance design problem. This is a risk sharing problem between an insured and...
We define a premium principle under the continuous cumulative prospect theory which extends the equi...
This paper extends the classic expected utility theory analysis of optimal insurance contracting to ...
Abstract: In this paper, The Applications of Utility Theory in insurance industry are discussed fro...
This chapter is concerned with distortion premium principles and some related topics. Apart from the...
Risk measures have been studied for several decades in the actuarial literature, where they appeared...
This paper considers the pricing of contingent claims using an approach developed and used in insura...
This paper discusses optimal reinsurance strategy by minimizing insurer's risk under one genera...
Risk measures have been studied for several decades in the actuarial literature, where they appeared...
We define a premium principle under the continuous cumulative prospect theory which extends the equi...
The present paper is devoted to different methods of choice under risk in an ac-tuarial setting. The...
The present paper is devoted to different methods of choice under risk in an actuarial setting. The ...
Bowley reinsurance solutions are reinsurance contracts for which the reinsurer optimally sets the pr...
Many papers in the litterature have adopted the expected utility paradigm to analyze insurance decis...
Constraints imposed on premium calculation principles are studied under one aspect of competitive ma...
We study the optimal insurance design problem. This is a risk sharing problem between an insured and...
We define a premium principle under the continuous cumulative prospect theory which extends the equi...
This paper extends the classic expected utility theory analysis of optimal insurance contracting to ...
Abstract: In this paper, The Applications of Utility Theory in insurance industry are discussed fro...
This chapter is concerned with distortion premium principles and some related topics. Apart from the...
Risk measures have been studied for several decades in the actuarial literature, where they appeared...
This paper considers the pricing of contingent claims using an approach developed and used in insura...
This paper discusses optimal reinsurance strategy by minimizing insurer's risk under one genera...
Risk measures have been studied for several decades in the actuarial literature, where they appeared...
We define a premium principle under the continuous cumulative prospect theory which extends the equi...
The present paper is devoted to different methods of choice under risk in an ac-tuarial setting. The...
The present paper is devoted to different methods of choice under risk in an actuarial setting. The ...
Bowley reinsurance solutions are reinsurance contracts for which the reinsurer optimally sets the pr...
Many papers in the litterature have adopted the expected utility paradigm to analyze insurance decis...
Constraints imposed on premium calculation principles are studied under one aspect of competitive ma...
We study the optimal insurance design problem. This is a risk sharing problem between an insured and...
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