Bounded, sigmoid utility for insurance applications
Year of publication: |
Jan 2017
|
---|---|
Authors: | Gao, Siwei ; Powers, Michael R. |
Published in: |
Asia-Pacific journal of risk and insurance : APJRI. - Berlin : De Gruyter, ISSN 2153-3792, ZDB-ID 2541118-4. - Vol. 11.2017, 1, p. 1-19
|
Subject: | von Neumann-Morgenstern utility | St. Petersburg paradox | heavy-tailed gains/losses | two-envelope paradox | dominance reasoning | sigmoid utility | bounded utility | Erwartungsnutzen | Expected utility | Nutzen | Utility | Nutzentheorie | Utility theory | Nutzenfunktion | Utility function |
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