Characterization of convex premium principles

MaRDI QIDQ5448381zbMATH OpenFDO

Authors Marta Cardin, Graziella Pacelli

Publication date 20 March 2008

zbMATH Keywords

Choquet measuresdistortion functionpremium principlesrisk measures

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

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Cited in

(3)

• On convex principles of premium calculation
• A family of premium principles based on mixtures of TVaRs
• Nuova dimostrazione di un teorema su un principio di calcolo del premio

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