Insurance Premium Calculations with Anticipated Utility Theory

ASTIN Bulletin

Volumn 31, Issue 1, 2001, Pages 23-35

  Luan, Cuncun ^a  

^a NANJING UNIVERSITY   (China)

Author keywords

and optimal reinsurance; anticipated utility theory; comonotonicity; Mean value distortion pricing principle; risk aversion

Indexed keywords

EID: 85011480366     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.31.1.992     Document Type: Article

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