Chudziak, Jacek; Chudziak, Małgorzata Zero utility principles coinciding on binary risks. (English) Zbl 07784715 Aequationes Math. 97, No. 5-6, 1245-1258 (2023). MSC: 39B12 39B82 91B16 91B05 PDFBibTeX XMLCite \textit{J. Chudziak} and \textit{M. Chudziak}, Aequationes Math. 97, No. 5--6, 1245--1258 (2023; Zbl 07784715) Full Text: DOI OA License
Chudziak, Jacek Characterization of positive homogeneity for the principle of equivalent utility. (English) Zbl 1492.91282 Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 116, No. 3, Paper No. 127, 13 p. (2022). MSC: 91G05 91B16 39B72 PDFBibTeX XMLCite \textit{J. Chudziak}, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 116, No. 3, Paper No. 127, 13 p. (2022; Zbl 1492.91282) Full Text: DOI
Chudziak, J. On positive homogeneity and comonotonic additivity of the principle of equivalent utility under cumulative prospect theory. (English) Zbl 1454.91175 Insur. Math. Econ. 94, 154-159 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91B16 PDFBibTeX XMLCite \textit{J. Chudziak}, Insur. Math. Econ. 94, 154--159 (2020; Zbl 1454.91175) Full Text: DOI