TY  - GEN 
AU  - Castaño Martínez, Antonia
AU  - Pigueiras Voces, Gema
AU  - Sordo Díaz, Miguel Ángel
A4  - Estadística e Investigación Operativa
PY  - 2016
SN  - 0167-6687
UR  - http://hdl.handle.net/10498/33441
AB  - Risk-adjusted distributions are commonly used in actuarial science to
de ne premium principles. In this paper, we claim that an appropriate
risk-adjusted distribution, besides of satisfying other desirable properties,
should be well-behaved under...
LA  - eng
PB  - ELSEVIER
KW  - premium principle
KW  - risk measure
KW  - order statistics
KW  - distortion function.
TI  - A family of premium principles based on mixtures of TVaRs
DO  - 10.1016/J.INSMATHECO.2016.07.006
ER  -