A new characterization of distortion premiums via countable additivity for comonotonic risks (Q2492177): Difference between revisions
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Revision as of 05:22, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new characterization of distortion premiums via countable additivity for comonotonic risks |
scientific article |
Statements
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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