Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

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Analysis of premium principles under Kahneman-Tversky Theory

2011/01/N/HS4/05627

Keywords:

Cumulative Prospect Theory distorted probability zero utility principle mean-value principle

Descriptors:

  • HS4_7: Banking, corporate finance, accounting

Panel:

HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

Host institution :

INSTYTUT MATEMATYCZNY PAN

woj. mazowieckie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr Michał Krzeszowiec 

Number of co-investigators in the project: 2

Call: PRELUDIUM 1 - announced on 2011-03-15

Amount awarded: 49 500 PLN

Project start date (Y-m-d): 2011-12-13

Project end date (Y-m-d): 2013-12-12

Project duration:: 24 months (the same as in the proposal)

Project status: Project settled

Equipment purchased [PL]

  1. Drukarka i skaner (2 000 PLN)
  2. Laptop (3 000 PLN)

Information in the final report

  • Publication in academic press/journals (4)
  1. On iterative premium calculation principles under Cumulative Prospect Theory
    Authors:
    Marek Kałuszka, Michał Krzeszowiec
    Academic press:
    Insurance: Mathematics and Economics (rok: 2013, tom: 52, strony: 435-440), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.insmatheco.2013.02.009 - link to the publication
  2. Pricing insurance contracts under Cumulative Prospect Theory
    Authors:
    Marek Kałuszka, Michał Krzeszowiec
    Academic press:
    Insurance: Mathematics and Economics (rok: 2012, tom: 50, strony: 159-166), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.insmatheco.2011.11.001. - link to the publication
  3. An iterativity condition for the mean-value principle under Cumulative Prospect Theory
    Authors:
    Marek Kałuszka, Michał Krzeszowiec
    Academic press:
    ASTIN Bulletin (rok: 2013, tom: 43, strony: 61-71), Wydawca: Cambridge Journals
    Status:
    Published
    DOI:
    10.1017/asb.2013.1 - link to the publication
  4. Mean-value principle under Cumulative Prospect Theory
    Authors:
    Marek Kałuszka, Michał Krzeszowiec
    Academic press:
    ASTIN Bulletin (rok: 2012, tom: 42, strony: 103-122), Wydawca: Cambridge University Press (Cambridge Journals)
    Status:
    Published
    DOI:
    10.2143/AST.42.1.2160737 - link to the publication

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