Bounded, Sigmoid Utility for Insurance Applications - Gao, Siwei; Powers, Michael R. (Asia-Pacific journal of risk and insurance, 2017)
Keywords: Bids; bounded utility; Decision theory; dominance reasoning; Expected values; heavy-tailed gains/losses; Insurance applications; Reinsurance; sigmoid utility; St. Petersburg paradox; two-envelope paradox; Utility functions; von Neumann-Morgenstern utility; Willingness to pay