Properties of premium calculation principles

DOI10.1016/0167-6687(86)90015-6zbMath0582.62090OpenAlexW2064788357MaRDI QIDQ1068500

Axel Reich

Publication date: 1986

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(86)90015-6

zbMATH Keywords

homogeneityutility functionsub-additivitypremium principlesexponential principleEsscher principlemean value principlenet premium principleOrlicz principleSwiss premium calculation principlezero utility principle

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites Work

• Premium principles and translation invariance
• A new premium calculation principle based on Orlicz norms
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