{"id":"https://openalex.org/W4308113911","doi":"https://doi.org/10.1007/s10287-022-00432-0","title":"Insurance premium-based shortfall risk measure induced by cumulative prospect theory","display_name":"Insurance premium-based shortfall risk measure induced by cumulative prospect theory","publication_year":2022,"publication_date":"2022-10-01","ids":{"openalex":"https://openalex.org/W4308113911","doi":"https://doi.org/10.1007/s10287-022-00432-0"},"language":"en","primary_location":{"id":"doi:10.1007/s10287-022-00432-0","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10287-022-00432-0","pdf_url":null,"source":{"id":"https://openalex.org/S28822639","display_name":"Computational Management Science","issn_l":"1619-697X","issn":["1619-697X","1619-6988"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Management Science","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101970051","display_name":"Sainan Zhang","orcid":"https://orcid.org/0000-0003-3727-9028"},"institutions":[{"id":"https://openalex.org/I177725633","display_name":"Chinese University of Hong Kong","ror":"https://ror.org/00t33hh48","country_code":"HK","type":"education","lineage":["https://openalex.org/I177725633"]}],"countries":["HK"],"is_corresponding":true,"raw_author_name":"Sainan Zhang","raw_affiliation_strings":["Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, Hong Kong"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, Hong Kong","institution_ids":["https://openalex.org/I177725633"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5076597279","display_name":"Huifu Xu","orcid":"https://orcid.org/0000-0001-8307-2920"},"institutions":[{"id":"https://openalex.org/I177725633","display_name":"Chinese University of Hong Kong","ror":"https://ror.org/00t33hh48","country_code":"HK","type":"education","lineage":["https://openalex.org/I177725633"]}],"countries":["HK"],"is_corresponding":false,"raw_author_name":"Huifu Xu","raw_affiliation_strings":["Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, Hong Kong"],"raw_orcid":"https://orcid.org/0000-0001-8307-2920","affiliations":[{"raw_affiliation_string":"Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, Hong Kong","institution_ids":["https://openalex.org/I177725633"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5101970051"],"corresponding_institution_ids":["https://openalex.org/I177725633"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":0.5485,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.80855108,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":95},"biblio":{"volume":"19","issue":"4","first_page":"703","last_page":"738"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12394","display_name":"Insurance and Financial Risk Management","score":0.9958000183105469,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T12394","display_name":"Insurance and Financial Risk Management","score":0.9958000183105469,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9940000176429749,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9919000267982483,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/cumulative-prospect-theory","display_name":"Cumulative prospect theory","score":0.7587758302688599},{"id":"https://openalex.org/keywords/risk-measure","display_name":"Risk measure","score":0.7037343978881836},{"id":"https://openalex.org/keywords/expected-shortfall","display_name":"Expected shortfall","score":0.6934937834739685},{"id":"https://openalex.org/keywords/expected-utility-hypothesis","display_name":"Expected utility hypothesis","score":0.5324089527130127},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4826563000679016},{"id":"https://openalex.org/keywords/coherent-risk-measure","display_name":"Coherent risk measure","score":0.47876134514808655},{"id":"https://openalex.org/keywords/random-variable","display_name":"Random variable","score":0.4762137830257416},{"id":"https://openalex.org/keywords/prospect-theory","display_name":"Prospect theory","score":0.4648315906524658},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.4451535642147064},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.43409883975982666},{"id":"https://openalex.org/keywords/risk-premium","display_name":"Risk premium","score":0.4306509494781494},{"id":"https://openalex.org/keywords/measure","display_name":"Measure (data warehouse)","score":0.4184949994087219},{"id":"https://openalex.org/keywords/bellman-equation","display_name":"Bellman equation","score":0.41829168796539307},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4159679114818573},{"id":"https://openalex.org/keywords/risk-management","display_name":"Risk management","score":0.3855949342250824},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.2359474003314972},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.17322400212287903},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.15237250924110413}],"concepts":[{"id":"https://openalex.org/C2779449553","wikidata":"https://www.wikidata.org/wiki/Q5194187","display_name":"Cumulative prospect theory","level":3,"score":0.7587758302688599},{"id":"https://openalex.org/C2781472820","wikidata":"https://www.wikidata.org/wiki/Q2154759","display_name":"Risk measure","level":3,"score":0.7037343978881836},{"id":"https://openalex.org/C5496284","wikidata":"https://www.wikidata.org/wiki/Q5420856","display_name":"Expected shortfall","level":3,"score":0.6934937834739685},{"id":"https://openalex.org/C205706631","wikidata":"https://www.wikidata.org/wiki/Q2319304","display_name":"Expected utility hypothesis","level":2,"score":0.5324089527130127},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4826563000679016},{"id":"https://openalex.org/C148845407","wikidata":"https://www.wikidata.org/wiki/Q5141358","display_name":"Coherent risk measure","level":4,"score":0.47876134514808655},{"id":"https://openalex.org/C122123141","wikidata":"https://www.wikidata.org/wiki/Q176623","display_name":"Random variable","level":2,"score":0.4762137830257416},{"id":"https://openalex.org/C339426","wikidata":"https://www.wikidata.org/wiki/Q1151839","display_name":"Prospect theory","level":2,"score":0.4648315906524658},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.4451535642147064},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.43409883975982666},{"id":"https://openalex.org/C151541453","wikidata":"https://www.wikidata.org/wiki/Q523022","display_name":"Risk premium","level":2,"score":0.4306509494781494},{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.4184949994087219},{"id":"https://openalex.org/C14646407","wikidata":"https://www.wikidata.org/wiki/Q1430750","display_name":"Bellman equation","level":2,"score":0.41829168796539307},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4159679114818573},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.3855949342250824},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2359474003314972},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.17322400212287903},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.15237250924110413},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.0},{"id":"https://openalex.org/C77088390","wikidata":"https://www.wikidata.org/wiki/Q8513","display_name":"Database","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10287-022-00432-0","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10287-022-00432-0","pdf_url":null,"source":{"id":"https://openalex.org/S28822639","display_name":"Computational Management Science","issn_l":"1619-697X","issn":["1619-697X","1619-6988"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Management Science","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:comgts:v:19:y:2022:i:4:d:10.1007_s10287-022-00432-0","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10287-022-00432-0","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8","score":0.5299999713897705}],"awards":[{"id":"https://openalex.org/G3247526559","display_name":null,"funder_award_id":"14204821","funder_id":"https://openalex.org/F4320321592","funder_display_name":"Research Grants Council, University Grants Committee"}],"funders":[{"id":"https://openalex.org/F4320321592","display_name":"Research Grants Council, University Grants Committee","ror":"https://ror.org/00djwmt25"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":57,"referenced_works":["https://openalex.org/W33891176","https://openalex.org/W1601741115","https://openalex.org/W1945597105","https://openalex.org/W1977128119","https://openalex.org/W1984774990","https://openalex.org/W2003917847","https://openalex.org/W2007470504","https://openalex.org/W2024226171","https://openalex.org/W2032916024","https://openalex.org/W2033604629","https://openalex.org/W2039809383","https://openalex.org/W2041946752","https://openalex.org/W2042223112","https://openalex.org/W2045842988","https://openalex.org/W2046396733","https://openalex.org/W2051712401","https://openalex.org/W2056819186","https://openalex.org/W2080120649","https://openalex.org/W2082477992","https://openalex.org/W2086538867","https://openalex.org/W2090347902","https://openalex.org/W2092463994","https://openalex.org/W2094060802","https://openalex.org/W2095225664","https://openalex.org/W2099161251","https://openalex.org/W2109122936","https://openalex.org/W2119064179","https://openalex.org/W2167326844","https://openalex.org/W2299681696","https://openalex.org/W2498692545","https://openalex.org/W2504064252","https://openalex.org/W2529309826","https://openalex.org/W2557272313","https://openalex.org/W2614536845","https://openalex.org/W2620046803","https://openalex.org/W2792272759","https://openalex.org/W2807841289","https://openalex.org/W2889931324","https://openalex.org/W2963052900","https://openalex.org/W2963440226","https://openalex.org/W3033006996","https://openalex.org/W3082177584","https://openalex.org/W3091711297","https://openalex.org/W3103787556","https://openalex.org/W3108492711","https://openalex.org/W3123784177","https://openalex.org/W3124098225","https://openalex.org/W3124176912","https://openalex.org/W3125552691","https://openalex.org/W3140908883","https://openalex.org/W3152613011","https://openalex.org/W4205215823","https://openalex.org/W4205436396","https://openalex.org/W4238202755","https://openalex.org/W4248704747","https://openalex.org/W4256345953","https://openalex.org/W4293207624"],"related_works":["https://openalex.org/W3125265748","https://openalex.org/W2408851247","https://openalex.org/W4301377905","https://openalex.org/W3121825436","https://openalex.org/W2741147126","https://openalex.org/W2291382242","https://openalex.org/W2950198523","https://openalex.org/W291419825","https://openalex.org/W1978849664","https://openalex.org/W4308113911"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
