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Zero utility principle under uncertainty
9 references·0 citing·25 second hop
Zero utility principle under uncertainty (2025)Zero utility principle under uncertaintyZero utility principles coinciding on binary risks (2023)Zero utility principles coinc…Risk measures based on behavioural economics theory (2018)Risk measures based on behavi…On existence and uniqueness of the principle of equivalent utility under Cumulative Prospect Theory (2018)On existence and uniqueness o…Pricing insurance contracts under Cumulative Prospect Theory (2011)Pricing insurance contracts u…A note on additive risk measures in rank-dependent utility (2010)A note on additive risk measu…A rank-dependent generalization of zero utility principle (2003)A rank-dependent generalizati…Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …Insurance premiums: Theory and applications (1984)Insurance premiums: Theory an…A theory of anticipated utility (1982)A theory of anticipated utili…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Teoria użyteczności, nieklasyczne podejścia, zastosowania (2004)Theory of games and economic behavior (2019)Insurance Premium Implied by Rank Dependence and Probability Distortion (2024)Judgment under Uncertainty: Heuristics and Biases (1975)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Individual differences in reasoning: Implications for the rationality debate? (2000)A perspective on judgment and choice: Mapping bounded rationality. (2003)Maxmin expected utility with non-unique prior (1989)Decision principles derived from risk measures (2010)Actuarial Mathematics. (1986)Stochastic Processes for Insurance and Finance (2001)Extension problem for principles of equivalent utility (2019)On Extendability of the Principle of Equivalent Utility (2019)Characterization of positive homogeneity for the principle of equivalent utility (2022)Stochastic Processes for Insurance & Finance (1999)Modern Actuarial Risk Theory (2008)RATIONAL CHOICE AND THE FRAMING OF DECISIONS (1988)The connection between distortion risk measures and ordered weighted averaging operators (2013)Green product deletion decisions (2018)Risk-adjusted Bowley reinsurance under distorted probabilities (2019)Premium Calculation by Transforming the Layer Premium Density (1996)Understanding Relationships Using Copulas (1998)A Class of Distortion Operators for Pricing Financial and Insurance Risks (2000)
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References

  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1982A theory of anticipated utility3,136 cited
  • 1984Insurance premiums: Theory and applications131 cited
  • 2011Pricing insurance contracts under Cumulative Prospect Theory65 cited
  • 2003A rank-dependent generalization of zero utility principle47 cited
  • 2010A note on additive risk measures in rank-dependent utility28 cited
  • 2018Risk measures based on behavioural economics theory25 cited
  • 2018On existence and uniqueness of the principle of equivalent utility under Cumulative Prospect Theory10 cited
  • 2023Zero utility principles coinciding on binary risks1 cited

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