Goovaerts, Marc J.; Kaas, Rob; Dhaene, Jan; Tang, Qihe - 2003
The paper derives many existing risk measures and premium principles by minimizing a Markow bound for the tail probability. Our approach involves two exogenous functions v(S) and ... Minimizing a general Markow bound leads to the following unifying equation.
[Marc J. Goovaerts, Rob Kaas, Jan...