A METHOD FOR CONSTRUCTING AND INTERPRETING SOME WEIGHTED PREMIUM PRINCIPLES
From MaRDI portal
Publication:5140088
DOI10.1017/asb.2020.15zbMath1454.91170OpenAlexW3033006996MaRDI QIDQ5140088
Gema Pigueiras, Miguel A. Sordo, Antonia Castaño-Martínez, Fernando López-Blázquez
Publication date: 13 December 2020
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2020.15
order statisticsequilibrium distributionrecord valuedistortion premium principleweighted premium principle
Related Items
Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making, Insurance premium-based shortfall risk measure induced by cumulative prospect theory
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Likelihood ratio and dispersive orders for smallest order statistics and smallest claim amounts from heterogeneous Weibull sample
- Weighted premium calculation principles
- Weighted risk capital allocations
- Actuarial risk measures for financial derivative pricing
- The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
- Generalized cumulative residual entropy and record values
- On a family of risk measures based on largest claims
- On a family of risk measures based on proportional hazards models and tail probabilities
- Some properties of cumulative Tsallis entropy of order \(\alpha \)
- A family of premium principles based on mixtures of TVaRs
- Some partial ordering results on record values
- Cumulative Residual Entropy: A New Measure of Information
- Ordering properties of the smallest and largest claim amounts in a general scale model
- The Dual Theory of Choice under Risk
- Reliability properties of record values from non-identically distributed random variables
- Weighted Pricing Functionals With Applications to Insurance
- ORDERING PROPERTIES OF EXTREME CLAIM AMOUNTS FROM HETEROGENEOUS PORTFOLIOS
- A First Course in Order Statistics
- Loss Models
- Stochastic finance. An introduction in discrete time
