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 Res...
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| Date: | 2006 |
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| Main Authors: | , , |
| Format: | Article |
| Language: | English |
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Інститут математики НАН України
2006
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| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/4455 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | 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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Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862727195316715520 |
|---|---|
| author | Dhaene, J. Kukush, A. Pupashenko, M. |
| author_facet | Dhaene, J. Kukush, A. Pupashenko, M. |
| 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. |
| collection | DSpace DC |
| 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.
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| first_indexed | 2025-12-07T19:01:13Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4455 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-12-07T19:01:13Z |
| publishDate | 2006 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Dhaene, J. Kukush, A. Pupashenko, M. 2009-11-11T15:18:46Z 2009-11-11T15:18:46Z 2006 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 https://nasplib.isofts.kiev.ua/handle/123456789/4455 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. en Інститут математики НАН України On the characterization of premium principle with respect to pointwise comonotonicity Article published earlier |
| spellingShingle | On the characterization of premium principle with respect to pointwise comonotonicity Dhaene, J. Kukush, A. Pupashenko, M. |
| title | 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_short | On the characterization of premium principle with respect to pointwise comonotonicity |
| title_sort | on the characterization of premium principle with respect to pointwise comonotonicity |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4455 |
| work_keys_str_mv | AT dhaenej onthecharacterizationofpremiumprinciplewithrespecttopointwisecomonotonicity AT kukusha onthecharacterizationofpremiumprinciplewithrespecttopointwisecomonotonicity AT pupashenkom onthecharacterizationofpremiumprinciplewithrespecttopointwisecomonotonicity |