Positive homogeneity and multiplicativity of premium principles on positive risks

DOI10.1016/0167-6687(89)90007-3zbMath0686.62089OpenAlexW2060048401MaRDI QIDQ1262677

Klaus D. Schmidt

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0167-6687(89)90007-3

zbMATH Keywords

multiplicativitypositive homogeneitynet premium principleSwiss premium principlegeneralized form of the Orlicz principlepositive risks

Mathematics Subject Classification ID

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

Related Items (4)

Corruption, growth and ethnic fractionalization: a theoretical model ⋮ On Quasi-mean value principles ⋮ On a class of premium principles including the Esscher principle ⋮ Remarks on the Swiss premium principle on positive risks

Cites Work

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• Eine Charakterisierung des Standardabweichungsprinzips

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