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Volumn 25, Issue 2, 1999, Pages 109-122

Optimal insurance under Wang's premium principle

Author keywords

Distorted probability; Expected utility; Optimal insurance; Yaari's dual theory of risk

Indexed keywords


EID: 0008665266     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(99)00012-8     Document Type: Article
Times cited : (123)

References (12)
  • 4
    • 0001579697 scopus 로고
    • Risk aversion in the small and in the large
    • Pratt J. Risk aversion in the small and in the large. Econometrica. 32:1964;122-136.
    • (1964) Econometrica , vol.32 , pp. 122-136
    • Pratt, J.1
  • 5
    • 0042972836 scopus 로고
    • Anticipated utility, subjectively weighted utility and the Allais paradox
    • Quiggin J. Anticipated utility, subjectively weighted utility and the Allais paradox. Organisational Behavior and Human Performance. 35:1985;94-101.
    • (1985) Organisational Behavior and Human Performance , vol.35 , pp. 94-101
    • Quiggin, J.1
  • 8
    • 85011528623 scopus 로고    scopus 로고
    • Premium calculation by transforming the layer premium density
    • Wang S. Premium calculation by transforming the layer premium density. ASTIN Bulletin. 26:1996;71-92.
    • (1996) ASTIN Bulletin , vol.26 , pp. 71-92
    • Wang, S.1
  • 10
    • 0012798015 scopus 로고    scopus 로고
    • Comonotonicity, correlation order and premium principles
    • to appear
    • Wang, S., Dhaene, J., 1998. Comonotonicity, correlation order and premium principles. Insurance: Mathematics & Economics, to appear.
    • (1998) Insurance: Mathematics & Economics
    • Wang, S.1    Dhaene, J.2
  • 11
    • 0002569928 scopus 로고
    • The dual theory of choice under risk
    • Yaari M.E. The dual theory of choice under risk. Econometrica. 55:1987;95-115.
    • (1987) Econometrica , vol.55 , pp. 95-115
    • Yaari, M.E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.