On the characterization of premium principle with respect to pointwise comonotonicity
A 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...
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| Дата: | 2006 |
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| Автори: | , , |
| Формат: | Стаття |
| Мова: | English |
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Інститут математики НАН України
2006
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| Онлайн доступ: | http://dspace.nbuv.gov.ua/handle/123456789/4455 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | On 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. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
irk-123456789-4455 |
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dspace |
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irk-123456789-44552009-11-12T12:00:20Z On the characterization of premium principle with respect to pointwise comonotonicity Dhaene, J. Kukush, A. Pupashenko, M. A 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. 2006 Article On 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. 0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4455 en Інститут математики НАН України |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| language |
English |
| description |
A 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. |
| format |
Article |
| author |
Dhaene, J. Kukush, A. Pupashenko, M. |
| spellingShingle |
Dhaene, J. Kukush, A. Pupashenko, M. On the characterization of premium principle with respect to pointwise comonotonicity |
| author_facet |
Dhaene, J. Kukush, A. Pupashenko, M. |
| author_sort |
Dhaene, J. |
| title |
On the characterization of premium principle with respect to pointwise comonotonicity |
| title_short |
On the characterization of premium principle with respect to pointwise comonotonicity |
| title_full |
On the characterization of premium principle with respect to pointwise comonotonicity |
| title_fullStr |
On the characterization of premium principle with respect to pointwise comonotonicity |
| title_full_unstemmed |
On the characterization of premium principle with respect to pointwise comonotonicity |
| title_sort |
on the characterization of premium principle with respect to pointwise comonotonicity |
| publisher |
Інститут математики НАН України |
| publishDate |
2006 |
| url |
http://dspace.nbuv.gov.ua/handle/123456789/4455 |
| citation_txt |
On 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. |
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| first_indexed |
2023-03-24T08:30:14Z |
| last_indexed |
2023-03-24T08:30:14Z |
| _version_ |
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