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Article: DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE

TitleDISAPPOINTMENT AVERSION PREMIUM PRINCIPLE
Authors
Cheung, KCChong, WFElliott, RYam, SCP
Keywordscapital reserve regulatory requirement
Disappointment aversion theory
equivalent utility premium principle
explicit representations
generalized Arrow-Pratt approximation
Issue Date2015
Citation
ASTIN Bulletin, 2015, v. 45, p. 679-702 How to Cite?
DOI: http://dx.doi.org/10.1017/asb.2015.12
Persistent Identifierhttp://hdl.handle.net/10722/217225
ISSN
0515-0361
2021 Impact Factor: 2.545
2020 SCImago Journal Rankings: 1.113
ISI Accession Number ID
WOS:000359949100008

 

DC FieldValueLanguage
dc.contributor.authorCheung, KC-
dc.contributor.authorChong, WF-
dc.contributor.authorElliott, R-
dc.contributor.authorYam, SCP-
dc.date.accessioned2015-09-18T05:52:45Z-
dc.date.available2015-09-18T05:52:45Z-
dc.date.issued2015-
dc.identifier.citationASTIN Bulletin, 2015, v. 45, p. 679-702-
dc.identifier.issn0515-0361-
dc.identifier.urihttp://hdl.handle.net/10722/217225-
dc.languageeng-
dc.relation.ispartofASTIN Bulletin-
dc.subjectcapital reserve regulatory requirement-
dc.subjectDisappointment aversion theory-
dc.subjectequivalent utility premium principle-
dc.subjectexplicit representations-
dc.subjectgeneralized Arrow-Pratt approximation-
dc.titleDISAPPOINTMENT AVERSION PREMIUM PRINCIPLE-
dc.typeArticle-
dc.identifier.emailCheung, KC: kccg@hku.hk-
dc.identifier.authorityCheung, KC=rp00677-
dc.identifier.doi10.1017/asb.2015.12-
dc.identifier.scopuseid_2-s2.0-84939466435-
dc.identifier.hkuros253833-
dc.identifier.volume45-
dc.identifier.spage679-
dc.identifier.epage702-
dc.identifier.eissn1783-1350-
dc.identifier.isiWOS:000359949100008-
dc.identifier.issnl0515-0361-

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