Additivity and premium calculation principles

DOI10.1007/BF02809436zbMath0606.62118OpenAlexW4256359534MaRDI QIDQ3745126

Marc J. Goovaerts, Bart Heijnen

Publication date: 1986

Published in: Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02809436

zbMATH Keywords

premium calculation principlesnet premium principleadditive principlescovariance-additive principlesEsscher principlesvariance principles

Mathematics Subject Classification ID

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

Related Items (5)

A singular behaviour of a set-valued approximate orthogonal additivity ⋮ Conditional functional equations and orthogonal additivity ⋮ On a method of solving some functional equations for set-valued functions ⋮ Set-valued orthogonal additivity ⋮ Orthogonalities and functional equations

Cites Work

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• On orthogonally additive mappings
• On the representation of additive principles of premium calculation
• Equilibrium in a Reinsurance Market

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