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On One Sufficient Reducibility Criterion for Wang's Premium Principle - MaRDI portal

On One Sufficient Reducibility Criterion for Wang's Premium Principle

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Publication:2998882

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DOI10.1137/S0040585X97984681zbMath1214.91054OpenAlexW2070805331MaRDI QIDQ2998882

N. A. Irkhina

Publication date: 11 May 2011

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97984681

zbMATH Keywords

distortion function location-scale family principle of premium calculation natural set reducibility of principles

Mathematics Subject Classification ID

Related Items (1)

Maximization of sensitivity of the PH-premium for families of Pareto distributed risks

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