On the characterization of premium principle with respect to pointwise comonotonicity

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dc.contributor.authorDhaene, J.
dc.contributor.authorKukush, A.
dc.contributor.authorPupashenko, M.
dc.date.accessioned2009-11-11T15:18:46Z
dc.date.available2009-11-11T15:18:46Z
dc.date.issued2006
dc.description.abstractA premium principle is an economic decision rule used by the insurer in order to determine the amount of the net premium for each risk in his portfolio. In this paper we investigate the problem how to determine the premium principle to be used. In Goovaerts & Dhaene (1997), DTEW Research Report 9740, K.U.Leuven, we can see some desirable properties of a premium principle. We consider a premium principle for risks of any sign, and prove a representation of premium principle without some property which involves the distribution of a risk. Later we introduce this property as a corollary.en_US
dc.identifier.citationOn the characterization of premium principle with respect to pointwise comonotonicity / J. Dhaene, A. Kukush, M. Pupashenko // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 26–42. — Бібліогр.: 4 назв.— англ.en_US
dc.identifier.issn0321-3900
dc.identifier.urihttps://nasplib.isofts.kiev.ua/handle/123456789/4455
dc.language.isoenen_US
dc.publisherІнститут математики НАН Україниen_US
dc.statuspublished earlieren_US
dc.titleOn the characterization of premium principle with respect to pointwise comonotonicityen_US
dc.typeArticleen_US

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Theory of Stochastic Processes, 2006, № 3-4