On robust premium principles (Q1086964)
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scientific article; zbMATH DE number 3986488
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On robust premium principles |
scientific article; zbMATH DE number 3986488 |
Statements
On robust premium principles (English)
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1986
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Premium principles are investigated with respect to their behavior on extremely large claims. A measure for describing the reaction on such a large claim is defined and calculated for various principles. Modified principles are introduced which are robust to large claims.
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robustness
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expectation principle
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variance principle
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standard deviation principle
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exponential principle
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zero utility principle
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Swiss premium principle
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Premium principles
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extremely large claims
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