Premium principles based on generated Choquet integrals

A new type of premium principles based on the generated Choquet integral is considered. A characterization theorem for this premium principle is presented.

Gespeichert in:

Bibliographische Detailangaben
Hauptverfasser:	Mihailovic, Biljana, Dapic, Petar
Format:	Tagungsbericht
Sprache:	eng
Schlagworte:	Additives Economics generated Choquet integral Informatics Insurance Intelligent systems premium principle pseudo-operations Random variables
Online-Zugang:	Volltext bestellen
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Beschreibung
Zusammenfassung:	A new type of premium principles based on the generated Choquet integral is considered. A characterization theorem for this premium principle is presented.
ISSN:	1949-047X 1949-0488
DOI:	10.1109/SISY.2013.6662569