Premium rating under non-exponential utility

DOI10.1016/0167-6687(87)90029-1zbMath0638.62100OpenAlexW1975324698MaRDI QIDQ1099566

Gregory Clive Taylor, Marc J. Goovaerts

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1016/0167-6687(87)90029-1

zbMATH Keywords

risk aversionrisk theorypremium calculation principleszero utility principleexcess of loss reinsurance retentionsnon-exponential utility

Mathematics Subject Classification ID

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

Related Items (2)

On Quasi-mean value principles ⋮ The zero utility principle for scale families of risk distributions

Cites Work

• Risk Aversion in the Small and in the Large
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Premium rating under non-exponential utility