<p>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.</p>

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The Orlicz premium principle under uncertainty

  • Jacek Chudziak,
  • Patryk Rela

摘要

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.