A new characterization of distortion premiums via countable additivity for comonotonic risks (Q2492177): Difference between revisions

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Latest revision as of 16:36, 24 June 2024

scientific article
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A new characterization of distortion premiums via countable additivity for comonotonic risks
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    A new characterization of distortion premiums via countable additivity for comonotonic risks (English)
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    9 June 2006
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    comonotonicity
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    comonotonic additivity
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    comonotonic exchangeability
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    insurance pricing
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    Choquet pricing
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    distortion premium principle
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