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Pricing insurance contracts under Cumulative Prospect Theory · Study

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ArticlePricing insurance contracts under Cumulative Prospect Theory

Marek Kałuszka2011

Article2011

Pricing insurance contracts under Cumulative Prospect Theory

Marek Kałuszka · Michał Krzeszowiec

65 citations·0/0 files stored·Insurance Mathematics and Economics

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Probability and Risk Models Insurance and Financial Risk Management Decision-Making and Behavioral Economics

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References

1979Prospect Theory: An Analysis of Decision under Risk 1988Prospect theory: An analysis of decision under risk 1992Advances in prospect theory: Cumulative representation of uncertainty 1982A theory of anticipated utility 1998The Probability Weighting Function 2005PROBABILITY WEIGHTING FUNCTION 2007Reference-Dependent Risk Attitudes 1979An introduction to mathematical risk theory

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2018Green product deletion decisions 2019Risk-adjusted Bowley reinsurance under distorted probabilities 2013The connection between distortion risk measures and ordered weighted averaging operators 2014Behavioral Agency Model: A Target-Oriented Approach for Executive Incentives 2016Positive Homogeneity of the Principle of Equivalent Utility 2023Zero utility principles coinciding on binary risks 2018

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Year2011

Typearticle

Published2011-11-10

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations65

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/j.insmatheco.2011.11.001

openalex_workW2051712401

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A Note on the Shape of the Probability Weighting Function

2017Decisions Based on a General Premium Principle in Cumulative Prospect Theory