Loading monotonicity of weighted premiums, and total positivity properties of weight functions
© 2019 Elsevier Inc. We consider the construction of insurance premiums that are monotonically increasing with respect to a loading parameter. By introducing weight functions that are totally positive of higher order, we derive higher monotonicity properties of generalized weighted premiums; in part...
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier BV
2021
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| Online Access: | https://hdl.handle.net/1721.1/135114 |