The zero utility principle for scale families of risk distributions

DOI10.1007/BF02808404zbMath0860.62080OpenAlexW35561924MaRDI QIDQ4716012

Dietmar Pfeifer, Bernd F. Heidergott

Publication date: 23 April 1997

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

Full work available at URL: https://doi.org/10.1007/bf02808404

zbMATH Keywords

numerical examplesexplicit representationsscale invariant utility functionszero utility premium

Mathematics Subject Classification ID

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

Related Items (3)

Distribution-free comparison of pricing principles. ⋮ On mean scaled insurance risk models ⋮ Truncated linear zero utility pricing and actuarial protection models

Cites Work

• Unnamed Item
• Properties of premium calculation principles
• On additive principles of zero utility
• On robust premium principles
• Premium rating under non-exponential utility
• On the robustness of premium principles

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