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

zbMATH Open1333.62258MaRDI QIDQ2801339FDOQ2801339

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

Publication date: 7 April 2016

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

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• On Stop-Loss Order and the Distortion Pricing Principle
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Mathematics Subject Classification ID

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

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

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