NDLI: On Characterization of Distortion Premium Principle

Content Provider	Scilit
Author	Wu, Xianyi Wang, Jinglong
Copyright Year	2003
Description	In this paper, based on the additive measure integral representation of a non-additive measure integral, it is shown that any comonotonically additive premium principle can be represented as an integral of the distorted decumulative distribution function of the insurance risk. Furthermore, a sufficient and necessary condition that a premium principle is a distortion premium principle is given.
Related Links	https://www.cambridge.org/core/services/aop-cambridge-core/content/view/EB2A8DE128D5957D7A817E083C35CEA7/S051503610001326Xa.pdf/div-class-title-on-characterization-of-distortion-premium-principle-a-href-fn01-ref-type-fn-a-div.pdf
ISSN	05150361
e-ISSN	17831350
DOI	10.2143/AST.33.1.1035
Journal	ASTIN Bulletin
Issue Number	01
Volume Number	33
Language	English
Publisher	Cambridge University Press (CUP)
Publisher Date	2003-05-01
Access Restriction	Open
Subject Keyword	ASTIN Bulletin Artificial Intelligence Additive Measure Measure Integral Distortion Premium Principle Integral Representation Insurance Risk
Content Type	Text
Resource Type	Article
Subject	Finance Accounting Economics and Econometrics

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