The Natural Sets of Wang's Premium Principle

Xian yi wu

doi:10.2143/AST.31.1.998

The Natural Sets of Wang's Premium Principle

Xian yi wu^*

^*此作品的通讯作者

统计学院

科研成果: 期刊稿件 › 文章 › 同行评审

3 引用（Scopus）

摘要

Recently, Wang's premium principle (Wang, 1995, 1996) has been discussed by many authors. Considerable attention has been given to the conditions under which Wang's premium principle can be reduced to the standard deviation premium principle. In this paper, we have got two results on this problem. One is that the natural set is a location-scale family if Wang's premium principle can be reduced to the SD premium principle for all surjective distortions. The other is that the natural set is a location-scale family for all power distortions.

源语言	英语
页（从-至）	139-145
页数	7
期刊	ASTIN Bulletin
卷	31
期	1
DOI	https://doi.org/10.2143/AST.31.1.998
出版状态	已出版 - 5月 2001

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abstract = "Recently, Wang's premium principle (Wang, 1995, 1996) has been discussed by many authors. Considerable attention has been given to the conditions under which Wang's premium principle can be reduced to the standard deviation premium principle. In this paper, we have got two results on this problem. One is that the natural set is a location-scale family if Wang's premium principle can be reduced to the SD premium principle for all surjective distortions. The other is that the natural set is a location-scale family for all power distortions.",

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AB - Recently, Wang's premium principle (Wang, 1995, 1996) has been discussed by many authors. Considerable attention has been given to the conditions under which Wang's premium principle can be reduced to the standard deviation premium principle. In this paper, we have got two results on this problem. One is that the natural set is a location-scale family if Wang's premium principle can be reduced to the SD premium principle for all surjective distortions. The other is that the natural set is a location-scale family for all power distortions.

KW - Laplace transformation

KW - Premium principle

KW - distortion function

KW - location-scale family

KW - natural set

KW - proportional hazard transformation

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The Natural Sets of Wang's Premium Principle

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