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  • Search: subject:"widely translation invariant functional"
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Choquet integral 1 Wang premium principle 1 comonotone subadditive functional 1 distorted probability 1 widely translation invariant functional 1
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Bosi, Gianni 1 Zuanon, MagalĂ­ 1
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Economics Bulletin 1
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A note on the axiomatization of Wang premium principle by means of continuity considerations
Bosi, Gianni; Zuanon, MagalĂ­ - In: Economics Bulletin 32 (2012) 4, pp. 3158-3165
The so called "Wang premium" is the well known principle of premium calculation expressed by means of the Choquet integral with respect to a (concave) distorted probability. In this paper we present a simple axiomatization of a sublinear Wang premium which is based on considerations related to...
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