A premium principle based on the g-integral

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Назив:	A premium principle based on the g-integral
Аутори:	Grbić, Tatjana Medić, Slavica Perović, Aleksandar Mihailović, Biljana Novković, Nebojša Duraković, Nataša
Датум издавања:	4-мај-2017
Часопис:	Stochastic Analysis and Applications
Сажетак:	© 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
Налази се у колекцијама:	POLJF Publikacije/Publications