TY  - GEN 
AU  - Castaño Martínez, Antonia
AU  - López-Blázquez, Fernando
AU  - Pigueiras Voces, Gema
AU  - Sordo Díaz, Miguel Ángel
A4  - Estadística e Investigación Operativa
PY  - 2020
SN  - 0515-0361
UR  - http://hdl.handle.net/10498/33387
AB  - We present a method for constructing and interpreting weighted premium
principles. The method is based on modifying the underlying risk distribution
in such a way that the risk-adjusted expected value (or premium) is greater
than the expected value...
LA  - eng
PB  - Cambridge University Press
KW  - Weighted premium principle
KW  - distortion premium principle
KW  - equilibrium distribution
KW  - order statistics
KW  - record value
TI  - A method for constructing and interpreting some weighted premium principles
DO  - 10.1017/ASB.2020.15
ER  -