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Insurance Premium Implied by Rank Dependence and Probability Distortion
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References

  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
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  • 1998The Probability Weighting Function1,998 cited
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  • 2008Properties of Distortion Risk Measures115 cited
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  • 2013The connection between distortion risk measures and ordered weighted averaging operators44 cited
  • 2003Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory39 cited

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  • 2010A note on additive risk measures in rank-dependent utility28 cited
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