| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5076540 | Insurance: Mathematics and Economics | 2013 | 8 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Shengguo Li, Jin Peng, Bo Zhang,