A premium principle based on the g-integral

DOI10.1080/07362994.2016.1267574zbMath1364.28014OpenAlexW2568254337MaRDI QIDQ2986698

Tatjana Grbić, Biljana Mihailović, N. Novković, Slavica Medić, Aleksandar Perović, Nataša Duraković

Publication date: 16 May 2017

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2016.1267574

zbMATH Keywords

premium principle\(g\)-semiring\(g\)-integral of a real-valued function\(g\)-integral of an interval-valued functioninterval-valued premium principle

Mathematics Subject Classification ID

Related Items (6)

Discrete bipolar pseudo-integrals ⋮ Hermite–Hadamard’s inequality for pseudo-fractional integral operators ⋮ A unified approach to the monotone integral-based premium principles under the CPT theory ⋮ Jensen type inequality for the bipolar pseudo-integrals ⋮ Mathematical foundation of artificial intelligence ⋮ A refinement of the Jensen type inequality for the pseudo-integral

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