Risk-adjusted credibility premiums using distorted probabilities

Scandinavian Actuarial Journal

Volumn 1998, Issue 2, 1998, Pages 143-165

  Young, Virginia R ^a   Wang, Shaun S ^b  

^a UNIVERSITY OF WISCONSIN MADISON   (United States)

^b Scor Re   (United States)

Author keywords

Choquet integral; Credibility; Non additive measure; Premium calculation principle

Indexed keywords

EID: 85011451906     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461238.1998.10413999     Document Type: Article

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