Furman, Edward; Zitikis, Ricardas - In: Insurance: Mathematics and Economics 42 (2008) 1, pp. 459-465
A prominent problem in actuarial science is to define, or describe, premium calculation principles (pcp's) that satisfy certain properties. A frequently used resolution of the problem is achieved via distorting (e.g., lifting) the decumulative distribution function, and then calculating the...