Loading monotonicity of weighted premiums, and total positivity properties of weight functions

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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Bibliographic Details
Main Authors: Richards, Donald, Uhler, Caroline
Other Authors: Massachusetts Institute of Technology. Laboratory for Information and Decision Systems
Format: Article
Language:English
Published: Elsevier BV 2021
Online Access:https://hdl.handle.net/1721.1/135114

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