The uncertain premium principle based on the distortion function |
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| Authors: | Shengguo Li Jin Peng Bo Zhang |
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| Institution: | 1. School of Mathematics and Statistics, Huazhong Normal University, Hubei 430079, China;2. Institute of Uncertain Systems, Huanggang Normal University, Hubei 438000, China |
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| Abstract: | In this paper, we discuss the premium principle in uncertain environment. First, the net premium principle for uncertain risks is presented within the framework of uncertainty theory. With the help of distortion function, a new uncertain premium principle is derived from the uncertain net premium. Some properties of uncertain distortion premium principle are proved. Furthermore, a sufficient and necessary condition that an uncertain premium principle is an uncertain distortion premium principle has been characterized. Finally, some examples are given to illustrate the calculations of the uncertain distortion premium. |
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| Keywords: | Uncertainty theory Uncertain risk Insurance Distortion function Premium principle |
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