Please use this identifier to cite or link to this item:
https://open.uns.ac.rs/handle/123456789/20618| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Mihailović Biljana | - |
| dc.contributor.author | Pap Endre | - |
| dc.contributor.author | Štrboja Mirjana | - |
| dc.contributor.author | Simićević Ana | - |
| dc.date.accessioned | 2020-12-13T14:54:22Z | - |
| dc.date.available | 2020-12-13T14:54:22Z | - |
| dc.date.issued | 2020 | - |
| dc.identifier.issn | 0165-0114 | - |
| dc.identifier.uri | https://open.uns.ac.rs/handle/123456789/20618 | - |
| dc.description.abstract | © 2020 Elsevier B.V. We consider the relationship between different types of the monotone integral-based premium principles. As a common frame for the CPT premium principle and the mean premium principle, the CPT-like integral-based premium principle is introduced and characterized. The Jensen-type inequalities for the Choquet integral and the CPT-like premium principle on the class of non-negative risks are proven. We establish conditions under which the Jensen-Steffensen-type inequalities for the CPT premium principle and the CPT-like premium principle hold for risks with finite range. | en |
| dc.language.iso | en | - |
| dc.relation.ispartof | Fuzzy Sets and Systems | en |
| dc.source | CRIS UNS | - |
| dc.source.uri | http://cris.uns.ac.rs | - |
| dc.title | A unified approach to the monotone integral-based premium principles under the CPT theory | en |
| dc.type | Journal/Magazine Article | en |
| dc.identifier.doi | 10.1016/j.fss.2020.02.006 | - |
| dc.identifier.scopus | 85080087596 | - |
| dc.identifier.url | https://www.cris.uns.ac.rs/record.jsf?recordId=115881&source=BEOPEN&language=en | en |
| dc.relation.lastpage | 97 | - |
| dc.relation.firstpage | 78 | - |
| dc.relation.volume | 398 | - |
| dc.identifier.externalcrisreference | (BISIS)115881 | - |
| item.grantfulltext | none | - |
| item.fulltext | No Fulltext | - |
| crisitem.author.dept | Fakultet tehničkih nauka, Departman za opšte discipline u tehnici | - |
| crisitem.author.dept | Prirodno-matematički fakultet, Departman za matematiku i informatiku | - |
| crisitem.author.parentorg | Fakultet tehničkih nauka | - |
| crisitem.author.parentorg | Prirodno-matematički fakultet | - |
| Appears in Collections: | PMF Publikacije/Publications | |
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