• DocumentCode
    642836
  • Title

    Premium principles based on generated Choquet integrals

  • Author

    Mihailovic, Biljana ; Dapic, Petar

  • Author_Institution
    Fac. of Tech. Sci., Univ. of Novi Sad, Novi Sad, Serbia
  • fYear
    2013
  • fDate
    26-28 Sept. 2013
  • Firstpage
    195
  • Lastpage
    198
  • Abstract
    A new type of premium principles based on the generated Choquet integral is considered. A characterization theorem for this premium principle is presented.
  • Keywords
    finance; integral equations; characterization theorem; generated Choquet integral; premium principles; Additives; Economics; Informatics; Insurance; Intelligent systems; Random variables; generated Choquet integral; premium principle; pseudo-operations;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Intelligent Systems and Informatics (SISY), 2013 IEEE 11th International Symposium on
  • Conference_Location
    Subotica
  • Print_ISBN
    978-1-4799-0303-0
  • Type

    conf

  • DOI
    10.1109/SISY.2013.6662569
  • Filename
    6662569
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=642836