On Quasi-mean value principles

DOI10.1007/BF02808707zbMath0881.62110MaRDI QIDQ4367909

Werner Hürlimann

Publication date: 2 December 1997

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

zbMATH Keywords

premium principlesiterativityendogeneous quasi-mean value principlequasi-mean value principle

Mathematics Subject Classification ID

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

Related Items (1)

Distribution-free comparison of pricing principles.

Cites Work

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• Properties of premium calculation principles
• Premium rating under non-exponential utility
• The Dutch premium principle
• Positive homogeneity and multiplicativity of premium principles on positive risks
• Remarks on the Swiss premium principle on positive risks
• A note on experience rating, reinsurance and premium principles
• Optimal reinsurance in relation to ordering of risks
• Insurance pricing and increased limits ratemaking by proportional hazards transforms
• Eine Charakterisierung des Standardabweichungsprinzips

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