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
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;
Conference_Titel :
Intelligent Systems and Informatics (SISY), 2013 IEEE 11th International Symposium on
Conference_Location :
Subotica
Print_ISBN :
978-1-4799-0303-0
DOI :
10.1109/SISY.2013.6662569
