A premium principle based on the g-integral
| Autor: | Natasa Durakovic, Slavica Medic, Aleksandar Perović, N. Novković, Tatjana Grbic, Biljana Mihailovic |
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| Rok vydání: | 2017 |
| Předmět: |
Statistics and Probability
0209 industrial biotechnology Insurance premium Mathematical optimization 020901 industrial engineering & automation Applied Mathematics 0202 electrical engineering electronic engineering information engineering 020201 artificial intelligence & image processing 02 engineering and technology Statistics Probability and Uncertainty Characterization (mathematics) Mathematical economics Mathematics |
| Zdroj: | Stochastic Analysis and Applications. 35:465-477 |
| ISSN: | 1532-9356 0736-2994 |
| DOI: | 10.1080/07362994.2016.1267574 |
| Popis: | A novel approach of calculating an insurance premium based on g-integrals and interval-valued integrals is introduced. The characterization theorem for the g-integral-based premium principle is proven, and the relations with some well-known premium principles are discussed. The main properties of the interval-valued premium principle based on the g-integral are presented and some illustrative examples are given. |
| Databáze: | OpenAIRE |
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