Denuit, Michel; Dhaene, Jan; Goovaerts, Marc; Kaas, Rob; … - In: Statistics & Risk Modeling 24 (2006) 1, pp. 1-25
under uncertainty: the classical expected utility paradigm, Yaari's dual approach, maximin expected utility theory, Choquet … expected utility theory and Quiggin's rank-dependent utility theory. Building on the actuarial equivalent utility pricing …