A premium principle based on the g-integral. Issue 3 (4th May 2017)
- Record Type:
- Journal Article
- Title:
- A premium principle based on the g-integral. Issue 3 (4th May 2017)
- Main Title:
- A premium principle based on the g-integral
- Authors:
- Grbić, T.
Medić, S.
Perović, A.
Mihailović, B.
Novković, N.
Duraković, N. - Abstract:
- ABSTRACT: A novel approach of calculating an insurance premium based on g -integrals and interval-valued integrals is introduced. The characterization theorem for the g -integral-based premium principle is proven, and the relations with some well-known premium principles are discussed. The main properties of the interval-valued premium principle based on the g -integral are presented and some illustrative examples are given.
- Is Part Of:
- Stochastic analysis and applications. Volume 35:Issue 3(2017)
- Journal:
- Stochastic analysis and applications
- Issue:
- Volume 35:Issue 3(2017)
- Issue Display:
- Volume 35, Issue 3 (2017)
- Year:
- 2017
- Volume:
- 35
- Issue:
- 3
- Issue Sort Value:
- 2017-0035-0003-0000
- Page Start:
- 465
- Page End:
- 477
- Publication Date:
- 2017-05-04
- Subjects:
- g-semiring -- g-integral of a real-valued function -- g-integral of an interval-valued function -- premium principle -- interval-valued premium principle
28E10 -- 91B30 -- 60XX
Stochastic analysis -- Periodicals
519.2205 - Journal URLs:
- http://www.tandfonline.com/toc/lsaa20/current ↗
http://www.tandfonline.com/ ↗ - DOI:
- 10.1080/07362994.2016.1267574 ↗
- Languages:
- English
- ISSNs:
- 0736-2994
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 8465.250000
British Library DSC - BLDSS-3PM
British Library STI - ELD Digital store - Ingest File:
- 1647.xml