The tradeoff insurance premium as a two-sided generalisation of the distortion premium
Year of publication: |
2015
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Authors: | Choo, Weihao ; De Jong, Piet |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 65.2015, p. 238-246
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Subject: | Weighted premium | Loss aversion reserve | Distortion premium | Spectral risk | Two-sided | Loss appetite | Theorie | Theory | Versicherungsbeitrag | Insurance premium | Risikoprämie | Risk premium | Risikoaversion | Risk aversion | Verlust | Loss |
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