Work

The Orlicz premium principle under uncertainty

Year: 2025

Type: article

Abstract: The Orlicz premium principle under uncertainty is investigated. It is proved that in this setting the premium for any risk is uniquely determined. Moreover, several important properties of the premium are characterized.

Source: Revista de la Real Academia de Ciencias Exactas Físicas y Naturales Serie A Matemáticas

DOI: 10.1007/s13398-025-01778-1

Authors: Jacek Chudziak, Patryk Rela

Institution: University of Rzeszów

Language: English

Topic: Probability and Risk Models

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: hybrid

Estimated APC paid: $3,390

OpenAlex ID: W4413130808

FWCI: 0.795

Cites: 20

Cited by: 1

Related to: 10