A note on the stop-loss preserving property of Wang's premium principle

MaRDI QIDQ2801339zbMATH OpenFDO

Authors Carmen Ribas, Marc J. Goovaerts, J. Dhaene

Publication date 7 April 2016

Published in Mitteilungen. Schweizerische Aktuarvereinigung (SAV) (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• On Stop-Loss Order and the Distortion Pricing Principle
• On the sublinear Wang's premium principle
• Comonotonicity, correlation order and premium principles
• The Natural Sets of Wang's Premium Principle
• On One Sufficient Reducibility Criterion for Wang's Premium Principle

Cited in

(6)

• The Natural Sets of Wang's Premium Principle
• On the sublinear Wang's premium principle
• Characterizing a comonotonic random vector by the distribution of the sum of its components
• On the existence of a lower semicontinuous Wang's premium principle
• On One Sufficient Reducibility Criterion for Wang's Premium Principle
• On Stop-Loss Order and the Distortion Pricing Principle

This page was built for publication: A note on the stop-loss preserving property of Wang's premium principle

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2801339)