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Iteracyjność składek ubezpieczeniowych w ujęciu teorii skumulowanej perspektywy i teorii nieokreśloności

Author

Listed:
  • Marek Kałuszka

    (Politechnika Łódzka)

  • Michał Krzeszowiec

    (Politechnika Łódzka, Polska Akademia Nauk)

Abstract

Jedną z najważniejszych z praktycznego punktu widzenia własności składek ubezpieczeniowych jest iteracyjność. Pojęcie iteracyjności zostało wprowadzone w latach 70. ubiegłego stulecia i od tej pory wielu matematyków i ekonomistów badało tę własność dla różnych funkcjonałów zdefiniowanych w matematyce finansowej i ubezpieczeniowej. W niniejszej pracy omawiamy iteracyjność składek zerowej użyteczności oraz mean-value zdefiniowanych w ujęciu dwóch różnych teorii ekonomicznych. Pierwsza z nich, teoria skumulowanej perspektywy Kahnemana-Tversky’ego, zakłada, że przy podejmowaniu decyzji w warunkach ryzyka i niepewności ludzie zniekształcają prawdopodobieństwa zysków i strat oraz używają funkcji wartości do oceny wielkości zmian w posiadanym majątku. W drugim z modeli, uwzględniającym założenia teorii nieokreśloności, przyjmujemy, że nie mamy całkowitej wiedzy na temat rozkładu szkody. Przeprowadzona w tym artykule analiza pozwoli nam wzbogacić informacje, jakie posiadamy na temat iteracyjności składek ubezpieczeniowych zdefiniowanych w teorii skumulowanej perspektywy i teorii nieokreśloności.

Suggested Citation

  • Marek Kałuszka & Michał Krzeszowiec, 2013. "Iteracyjność składek ubezpieczeniowych w ujęciu teorii skumulowanej perspektywy i teorii nieokreśloności," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 31, pages 45-56.
    • Handle: RePEc:sgh:annals:i:31:y:2013:p:45-56
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    References listed on IDEAS

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