Hernández-Solís, Montserrat; Lozano Colomer, Cristina; … - In: Atlantic review of economics : AROE 1 (2013)
The goal of this research is to obtain a premium calculation principle, for the life business, based on a coherent risk measure, distorted probabilities with the Wang distortion function in the form of power, called “Proportional Hazards (PH) Transforms”. It justifies the recommendation of...