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Premiums and reserves, adjusted by distortions - MaRDI portal

Premiums and reserves, adjusted by distortions (Q4576801)

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scientific article; zbMATH DE number 6900964
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English
Premiums and reserves, adjusted by distortions
scientific article; zbMATH DE number 6900964

    Statements

    title
    Premiums and reserves, adjusted by distortions (English)
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    author
    Alois Pichler
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    publication date
    10 July 2018
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    zbMATH Keywords
    premium principles
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    dual representation
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    Fenchel-Young inequality
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    stochastic dominance
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    60E15
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    62P05
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    zbMATH DE Number
    6900964
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    OpenAlex ID
    W2255503339
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    arXiv ID
    1304.0490
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