• Title of article

    A rank-dependent generalization of zero utility principle

  • Author/Authors

    Heilpern، نويسنده , , S، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2003
  • Pages
    7
  • From page
    67
  • To page
    73
  • Abstract
    This paper is devoted to a zero utility principle under the rank-dependent utility theory. The theoretical background is presented and the basic properties of such premium principle are studied.
  • Keywords
    Rank-dependent utility theory , Zero utility principle
  • Journal title
    Insurance Mathematics and Economics
  • Serial Year
    2003
  • Journal title
    Insurance Mathematics and Economics
  • Record number

    1542628