Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums (Q2276227)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums |
scientific article; zbMATH DE number 5934646
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums |
scientific article; zbMATH DE number 5934646 |
Statements
Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums (English)
0 references
1 August 2011
0 references
insurance premium
0 references
weighted premium
0 references
weighted distribution
0 references
log-supermodularity
0 references
supermodularity
0 references
submodularity
0 references
likelihood ratio order
0 references
total positivity of order 2
0 references
Esscher premium
0 references
conditional tail expectation
0 references
Kamps premium
0 references
Wang premium
0 references
distortion premium
0 references
decision under uncertainty
0 references
0.87513566
0 references
0.8109358
0 references
0.81027144
0 references
0.8060789
0 references
0.79824716
0 references
0.7961749
0 references
