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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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Bibliographic Details
Date:	2006
Main Authors:	Dhaene, J., Kukush, A., Pupashenko, M.
Format:	Article
Language:	English
Published:	Інститут математики НАН України 2006
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

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