On the characterization of premium principle with respect to pointwise comonotonicity

dc.contributor.author	Dhaene, J.
dc.contributor.author	Kukush, A.
dc.contributor.author	Pupashenko, M.
dc.date.accessioned	2009-11-11T15:18:46Z
dc.date.available	2009-11-11T15:18:46Z
dc.date.issued	2006
dc.identifier.citation	On the characterization of premium principle with respect to pointwise comonotonicity / J. Dhaene, A. Kukush, M. Pupashenko // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 26–42. — Бібліогр.: 4 назв.— англ.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4455
dc.description.abstract	A premium principle is an economic decision rule used by the insurer in order to determine the amount of the net premium for each risk in his portfolio. In this paper we investigate the problem how to determine the premium principle to be used. In Goovaerts & Dhaene (1997), DTEW Research Report 9740, K.U.Leuven, we can see some desirable properties of a premium principle. We consider a premium principle for risks of any sign, and prove a representation of premium principle without some property which involves the distribution of a risk. Later we introduce this property as a corollary.	en_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	On the characterization of premium principle with respect to pointwise comonotonicity	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US