A new characterization of distortion premiums via countable additivity for comonotonic risks
| Year of publication: |
2006
|
|---|---|
| Authors: | Wu, Xianyi ; Zhou, Xian |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 38.2006, 2, p. 324-334
|
| Publisher: |
Elsevier |