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The Uncertain premium principle based on the distortion function

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<dc:creator>Li, Shengguo</dc:creator>
<dc:date>2013-09-02</dc:date>
<dc:description xml:lang="es">Sumario: In this paper, we discuss the premium principle in uncertain environment. First, the net premium principle for uncertain risks is presented within the framework of uncertainty theory. With the help of distortion function, a new uncertain premium principle is derived from the uncertain net premium. Some properties of uncertain distortion premium principle are proved. Furthermore, a sufficient and necessary condition that an uncertain premium principle is an uncertain distortion premium principle has been characterized. Finally, some examples are given to illustrate the calculations of the uncertain distortion premium.</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/144459.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">The Uncertain premium principle based on the distortion function</dc:title>
<dc:relation xml:lang="es">En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 02/09/2013 Volumen 53 Número 2 - septiembre 2013 </dc:relation>
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