On the characterization of premium principle with respect to pointwise comonotonicity
A premium principle is an economic decision rule used by the insurer in order to determine the amount of the net premium for each risk in his portfolio. In this paper we investigate the problem how to determine the premium principle to be used. In Goovaerts & Dhaene (1997), DTEW Research Report...
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| Datum: | 2006 |
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| Hauptverfasser: | , , |
| Format: | Artikel |
| Sprache: | English |
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Інститут математики НАН України
2006
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| Online Zugang: | http://dspace.nbuv.gov.ua/handle/123456789/4455 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | On the characterization of premium principle with respect to pointwise comonotonicity / J. Dhaene, A. Kukush, M. Pupashenko // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 26–42. — Бібліогр.: 4 назв.— англ. |