A premium principle based on the g-integral

DOI10.1080/07362994.2016.1267574MaRDI QIDQ2986698zbMATH OpenOpenAlexFDO

Authors Tatjana Grbić, Slavica Medić, Biljana Mihailović, N. Novković, Aleksandar Perović, Nataša Duraković

Publication date 16 May 2017

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362994.2016.1267574

zbMATH Keywords

\(g\)-integral of a real-valued function\(g\)-integral of an interval-valued function\(g\)-semiringinterval-valued premium principlepremium principle

Mathematics Subject Classification ID

Fuzzy measure theory (28E10)

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Cites work

• A note on additive risk measures in rank-dependent utility
• A Unified Approach to Generate Risk Measures
• Advances in prospect theory: cumulative representation of uncertainty
• An approach to pseudo-integration of set-valued functions
• Asymmetric integral as a limit of generated Choquet integrals based on absolutely monotone real set functions
• Axiomatic characterization of insurance prices
• Generalization of the Jensen inequality for pseudo-integral
• Generalized fuzzy integrals of set-valued functions
• scientific article; zbMATH DE number 833035 (Why is no real title available?)
• Idempotent integral as limit of g-integrals
• Inequalities of the Chebyshev type based on pseudo-integrals
• Integrals of set-valued functions
• Integrals of set-valued functions for \(\perp\)-decomposable measures
• Jensen and Chebyshev inequalities for pseudo-integrals of set-valued functions
• Pricing insurance contracts under cumulative prospect theory
• Prospect theory. For risk and ambiguity.
• Pseudo-\(L^p\) space and convergence
• Some properties of Choquet integrals of set-valued functions
• The connection between distortion risk measures and ordered weighted averaging operators
• The Dual Theory of Choice under Risk
• Theory of capacities
• Utility maximization under \(g^\ast\)-expectation

Cited in

(7)

• A unified approach to the monotone integral-based premium principles under the CPT theory
• Jensen type inequality for the bipolar pseudo-integrals
• Mathematical foundation of artificial intelligence
• A refinement of the Jensen type inequality for the pseudo-integral
• Discrete bipolar pseudo-integrals
• Nuova dimostrazione di un teorema su un principio di calcolo del premio
• Hermite–Hadamard’s inequality for pseudo-fractional integral operators

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