The tradeoff insurance premium as a two-sided generalisation of the distortion premium
type: Item
instance of: scholarly article
title: The tradeoff insurance premium as a two-sided generalisation of the distortion premium
zbMATH Open document ID: 1348.91135
author: Weihao Choo
author: Piet de Jong
published in: Insurance Mathematics \& Economics
publication date: 2015-12-14T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 6520867
zbMATH Keywords: weighted premium
zbMATH Keywords: loss aversion reserve
zbMATH Keywords: distortion premium
zbMATH Keywords: spectral risk
zbMATH Keywords: two-sided
zbMATH Keywords: loss appetite
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2015.09.014
OpenAlex ID: W2179933438
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DOI: 10.1016/J.INSMATHECO.2015.09.014
description: scientific article; zbMATH DE number 6520867