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Finanzmathematik
Cumulative Prospect Theory
2
Mathematical finance
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Non-expected utility
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Prospect Theory
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Kaluszka, Marek
2
Krzeszowiec, Michał
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Laeven, R. J. A.
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Okolewski, A.
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Insurance / Mathematics & economics
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ECONIS (ZBW)
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On iterative premium calculation principles under Cumulative Prospect Theory
Kaluszka, Marek
;
Krzeszowiec, Michał
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 435-440
Persistent link: https://www.econbiz.de/10009763648
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2
A note on weighted premium calculation principles
Kaluszka, Marek
;
Laeven, R. J. A.
;
Okolewski, A.
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 379-381
Persistent link: https://www.econbiz.de/10009669565
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