A note on experience rating, reinsurance and premium principles

DOI10.1016/0167-6687(94)90777-3zbMath0801.62091OpenAlexW1989886791MaRDI QIDQ1336887

Werner Hürlimann

Publication date: 6 November 1994

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

Full work available at URL: https://doi.org/10.1016/0167-6687(94)90777-3

zbMATH Keywords

stop-loss orderpremium calculation principlesexperience ratingbonus strategiescompany internal reinsurance coversextension of the Dutch premium principleorder-preserving propertiesperfect hedge conditionreinsurance covers

Mathematics Subject Classification ID

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

Related Items (9)

A note on experience rating, reinsurance and premium principles ⋮ Predictive stop-loss premiums and Student's \(t\)-distribution ⋮ Distribution-free comparison of pricing principles. ⋮ A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts ⋮ On Quasi-mean value principles ⋮ Collective risk model: Poisson–Lindley and exponential distributions for Bayes premium and operational risk ⋮ ON THE AGGREGATION OF EXPERTS' INFORMATION IN BONUS–MALUS SYSTEMS ⋮ GENERALIZING DUTCH RISK MEASURES THROUGH IMPRECISE PREVISIONS ⋮ Non-optimality of a linear combination of proportional and non-proportional reinsurance

Cites Work

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• On convex principles of premium calculation
• On robust premium principles
• Stop-loss order, unequal means, and more dangerous distributions
• The Dutch premium principle
• A note on experience rating, reinsurance and premium principles
• On the robustness of premium principles
• Risk exchange I: A unification of some existing results

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