Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums (Q2276227)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums |
scientific article |
Statements
Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums (English)
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1 August 2011
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insurance premium
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weighted premium
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weighted distribution
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log-supermodularity
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supermodularity
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submodularity
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likelihood ratio order
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total positivity of order 2
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Esscher premium
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conditional tail expectation
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Kamps premium
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Wang premium
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distortion premium
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decision under uncertainty
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