Maximization of sensitivity of the PH-premium for families of Pareto distributed risks

DOI10.3103/S0027132210040054zbMath1304.91114MaRDI QIDQ2513157

N. A. Irkhina

Publication date: 2 February 2015

Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)

Mathematics Subject Classification ID

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

Cites Work

• Insurance pricing and increased limits ratemaking by proportional hazards transforms
• Optimal insurance under Wang's premium principle.
• On One Sufficient Reducibility Criterion for Wang's Premium Principle
• A Note on Christofides' Conjecture Regarding Wang's Premium Principle
• The Natural Sets of Wang's Premium Principle

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