Examining the possibility of insurance contract conclusion based on utility function
Vestnik Sankt-Peterburgskogo universiteta. Prikladnaâ matematika, informatika, processy upravleniâ, Tome 19 (2023) no. 3, pp. 369-373

Voir la notice de l'article provenant de la source Math-Net.Ru

The problem of a potential insurance contract conclusion is considered taking into account client's money utility function. A basic model is employed for practical calculations and a formula is proposed and tried for two utility functions corresponding to polar income decile groups. Conclusions are made with suggested future research directons.
Keywords: insurance, utility, risk.
@article{VSPUI_2023_19_3_a4,
     author = {A. V. Sachkov},
     title = {Examining the possibility of insurance contract conclusion based on utility function},
     journal = {Vestnik Sankt-Peterburgskogo universiteta. Prikladna\^a matematika, informatika, processy upravleni\^a},
     pages = {369--373},
     publisher = {mathdoc},
     volume = {19},
     number = {3},
     year = {2023},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VSPUI_2023_19_3_a4/}
}
TY  - JOUR
AU  - A. V. Sachkov
TI  - Examining the possibility of insurance contract conclusion based on utility function
JO  - Vestnik Sankt-Peterburgskogo universiteta. Prikladnaâ matematika, informatika, processy upravleniâ
PY  - 2023
SP  - 369
EP  - 373
VL  - 19
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/VSPUI_2023_19_3_a4/
LA  - ru
ID  - VSPUI_2023_19_3_a4
ER  - 
%0 Journal Article
%A A. V. Sachkov
%T Examining the possibility of insurance contract conclusion based on utility function
%J Vestnik Sankt-Peterburgskogo universiteta. Prikladnaâ matematika, informatika, processy upravleniâ
%D 2023
%P 369-373
%V 19
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/VSPUI_2023_19_3_a4/
%G ru
%F VSPUI_2023_19_3_a4
A. V. Sachkov. Examining the possibility of insurance contract conclusion based on utility function. Vestnik Sankt-Peterburgskogo universiteta. Prikladnaâ matematika, informatika, processy upravleniâ, Tome 19 (2023) no. 3, pp. 369-373. http://geodesic.mathdoc.fr/item/VSPUI_2023_19_3_a4/