Mоlimо vаs kоristitе оvај idеntifikаtоr zа citirаnjе ili оvај link dо оvе stаvkе: https://open.uns.ac.rs/handle/123456789/3237
Nаziv: A premium principle based on the g-integral
Аutоri: Grbić, Tatjana 
Medić, Slavica 
Perović, Aleksandar
Mihailović, Biljana 
Novković, Nebojša 
Duraković, Nataša 
Dаtum izdаvаnjа: 4-мај-2017
Čаsоpis: Stochastic Analysis and Applications
Sažetak: © 2017 Taylor & Francis Group, LLC. A novel approach of calculating an insurance premium based on g-integrals and interval-valued integrals is introduced. The characterization theorem for the g-integral-based premium principle is proven, and the relations with some well-known premium principles are discussed. The main properties of the interval-valued premium principle based on the g-integral are presented and some illustrative examples are given.
URI: https://open.uns.ac.rs/handle/123456789/3237
ISSN: 07362994
DOI: 10.1080/07362994.2016.1267574
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