A method for constructing and interpreting some weighted premium principles
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Cites work
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Cited in
(8)- Insurance premium-based shortfall risk measure induced by cumulative prospect theory
- A family of premium principles based on mixtures of TVaRs
- Reinsurance premium principles based on weighted loss functions
- Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making
- Calculating premium principles from the mode of a unimodal weighted distribution
- Ordering higher risks in Yaari's dual theory
- Prediction intervals for future Pareto record claims
- Weighted premium calculation principles
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