DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE

In recent years, the determination of premium principle under various non-expected utility frameworks has become popular, such as the pioneer works by Tsanakas and Desli (2003) and Kaluszka and Krzeszowiec (2012). We here revisit the problem under another prevalent behavioral economic theory, namely...

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Veröffentlicht in:	ASTIN Bulletin : The Journal of the IAA 2015-09, Vol.45 (3), p.679-702
Hauptverfasser:	Cheung, Ka Chun, Chong, Wing Fung, Elliott, Robert, Yam, Sheung Chi Phillip
Format:	Artikel
Sprache:	eng
Schlagworte:	Actuarial science
Online-Zugang:	Volltext
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