On robust premium principles

DOI10.1016/0167-6687(86)90021-1zbMath0609.62135OpenAlexW2048526366MaRDI QIDQ1086964

B. George

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)90021-1

zbMATH Keywords

robustnessvariance principlestandard deviation principleexponential principlePremium principleszero utility principleexpectation principleextremely large claimsSwiss premium principle

Mathematics Subject Classification ID

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

Related Items (6)

A note on experience rating, reinsurance and premium principles ⋮ Large claims in credibility ⋮ Pricingq-forward contracts: an evaluation of estimation window and pricing method under different mortality models ⋮ A Bayesian analysis of a simultaneous equations model for insurance rate-making ⋮ The zero utility principle for scale families of risk distributions ⋮ On the robustness of premium principles

Cites Work

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• On convex principles of premium calculation
• A new premium calculation principle based on Orlicz norms
• Eine Charakterisierung des Standardabweichungsprinzips
• On the representation of additive principles of premium calculation
• The Influence Curve and Its Role in Robust Estimation

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