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Showing 1 to 1 of 1 for “"Weighted premium"”.
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LOG-SUPERMODULARITY OF WEIGHT FUNCTIONS AND THE LOADING MONOTONICITY OF WEIGHTED INSURANCE PREMIUMS
… problem concerning the monotonicity of insurance premiums with respect to their loading parameter: the larger the parameter, the larger the insurance premium is expected to be. This property, usually called loading monotonicity, is satisfied by premiums that appear in the literature. The increased …