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Introduction to the Premium Principle Based on the Wang Transform

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A Mathematical Approach to Research Problems of Science and Technology

Part of the book series: Mathematics for Industry ((MFI,volume 5))

Abstract

This is a self-contained introductory survey article on the premium principle based on the Wang transform. We give the definition and examples of the Wang transform and prove that the induced premium principle is a coherent risk measure.

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References

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Author information

Authors and Affiliations

  1. Faculty of Arts and Science, Kyushu University, 744, Motooka, Nishi-ku, Fukuoka, 819-0395, Japan

    Shingo Saito

Authors
  1. Shingo Saito
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Corresponding author

Correspondence to Shingo Saito .

Editor information

Editors and Affiliations

  1. Kyushu University, Fukuoka, Japan

    Ryuei Nishii

  2. Department of Mathematics, Hokkaido University, Sapporo, Japan

    Shin-ichiro Ei

  3. Kyushu University Institute of Mathematics for Industry, Fukuoka, Japan

    Miyuki Koiso

  4. Kyushu University Institute of Mathematics for Industry, Fukuoka, Japan

    Hiroyuki Ochiai

  5. Kyushu University Institute of Mathematics for Industry, Fukuoka, Japan

    Kanzo Okada

  6. Faculty of Arts and Science, Kyushu University, Fukuoka, Japan

    Shingo Saito

  7. Kyushu University Institute of Mathematics for Industry, Fukuoka, Japan

    Tomoyuki Shirai

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Saito, S. (2014). Introduction to the Premium Principle Based on the Wang Transform. In: Nishii, R., et al. A Mathematical Approach to Research Problems of Science and Technology. Mathematics for Industry, vol 5. Springer, Tokyo. https://doi.org/10.1007/978-4-431-55060-0_16

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  • DOI: https://doi.org/10.1007/978-4-431-55060-0_16

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  • Publisher Name: Springer, Tokyo

  • Print ISBN: 978-4-431-55059-4

  • Online ISBN: 978-4-431-55060-0

  • eBook Packages: EngineeringEngineering (R0)

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