保费泛函的积分表示

摘要

在Wang提出的保费公理体系下，用另一种方法证明了保费泛函满足一些性质时可以表示为关于扭曲概率的Choquet积分，并得到了一些相关的结论。%This paper uses another method to prove that premium principle possesses these properties can be represented by Choquet integral with respect to a distorted probability under Wang＇ s axiom system of premium principle, then gets some related conclusions.