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Date: 2009
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/145657
Description: In classical Bühlmann credibility models, claims are assumed to be independent between different risks. In many practical situations, however, this assumption may be violated because there are situati ... More
Reviewed: Reviewed
Authors: Wu, Xianyi | Zhou, Xian
Date: 2006
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/145647
Description: For premium calculation principles or risk measures, all existing works only consider the additivity for a finite number of comonotonic risks. As we all know, a limiting status of finite additivity is ... More
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: book chapter
Identifier: http://hdl.handle.net/1959.14/85154
Description: This chapter is concerned with distortion premium principles and some related topics. Apart from the characterization of a distortion premium principle, this chapter also examines the additivities inv ... More
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