Comonotonically Additive Premium Principles and Some Related Topics

Hanji Shang
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Hanji Shang: Fudan University, China

Chapter 3 in Actuarial Science:Theory and Methodology, 2006, pp 93-132 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionCharacterization of Distortion Premium PrinciplesPreliminariesGreco TheoremCharacterization of Distortion Premium PrinciplesFurther Remarks on Additivity of Premium PrinciplesRepresentation of Strictly Additive Premium PrinciplesRelationship among AdditivitiesNatural Sets of Distortion Premium PrinciplesOrdering Risks by Distortion Premiumsn-ordered Orders of Real-valued Random Variablesn-ordered Dual Orders of Real-valued Random VariablesFinal RemarksReferences

Keywords: Actuarial Science; Actuarial Mathematics; Risk Model; Risk Analysis; Fuzzy Mathematics; Financial Economics; Solvency Supervision; Information Processing; Insurance (search for similar items in EconPapers)
Date: 2006
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