The uncertain premium principle based on the distortion function

DOI10.1016/j.insmatheco.2013.06.005zbMath1304.91119OpenAlexW1987812702MaRDI QIDQ2513588

Jin Peng, Shengguo Li, Bo Zhang

Publication date: 28 January 2015

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.06.005

zbMATH Keywords

insuranceuncertainty theorydistortion functionpremium principleuncertain risk

Mathematics Subject Classification ID

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