On the robustness of premium principles
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Publication:1822187
DOI10.1016/0167-6687(87)90023-0zbMath0617.62110OpenAlexW2069390119MaRDI QIDQ1822187
K. Schröter, Wolf-Rüdiger Heilmann
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)90023-0
Related Items (7)
Bounds for Ratios of Posterior Expectations: Applications in the Collective Risk Model ⋮ A note on experience rating, reinsurance and premium principles ⋮ Large claims in credibility ⋮ Measuring sensitivity in a bonus-malus system. ⋮ DERIVING ROBUST BAYESIAN PREMIUMS UNDER BANDS OF PRIOR DISTRIBUTIONS WITH APPLICATIONS ⋮ Decision theoretic foundations of credibility theory ⋮ The zero utility principle for scale families of risk distributions
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