The Premium of Uncertain Risk Based on Expected Utility

摘要：

　　Risk measure and insurance price is one of the fundamental and important topics in economics.As suming that the loss is a random variable, some premium principles have been given in many literatures.In this paper, we aim to discuss the premium of uncertain loss within the framework of uncertainty theory.The net premium of uncertain loss is presented based on except ed utility theory and the uncertain risk averse coefficient is derived.In addition, the obtained premiums are illus trated by some numerical examples.

关键词： uncertainty theory uncertain variable expected utility premium

作者: Shengguo Li Jin Peng

作者单位: School of Mathematics and Computer Science,Huanggang Normal University,Hubei 438000,China Institute of Uncertain Systems,Huanggang Normal University,Hubei 438000,China

会议类型: 国内会议

会议名称: 第十一届中国不确定系统年会、第十五届中国青年信息与管理学者大会

会议地点: 河北邯郸

会议语种:英文

页码: 1-6

在线出版日期: 2013-07-27（万方平台首次上网日期，不代表论文的发表时间）