1. A premium principle based on the g -integral.
- Author
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Grbić, T., Medić, S., Perović, A., Mihailović, B., Novković, N., and Duraković, N.
- Subjects
INSURANCE premiums ,INTERVAL analysis ,MATHEMATICS theorems ,STOCHASTIC analysis ,INTEGRALS - Abstract
A novel approach of calculating an insurance premium based ong-integrals and interval-valued integrals is introduced. The characterization theorem for theg-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 theg-integral are presented and some illustrative examples are given. [ABSTRACT FROM AUTHOR]
- Published
- 2017
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