Calculating premium principles from the mode of a unimodal weighted distribution

DOI10.1017/ASB.2024.18MaRDI QIDQ6668698

Georgios Psarrakos

Publication date: 22 January 2025

Published in: ASTIN Bulletin (Search for Journal in Brave)

zbMATH Keywords

stochastic orderingEsscher premiumweighted distributionexponential premiumunimodal distributionweighted premium calculation principleKamps premiummode ordering

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Cites Work

• Stochastic orders
• Weighted premium calculation principles
• Non-additive measure and integral
• Insurance pricing and increased limits ratemaking by proportional hazards transforms
• Comparison methods for stochastic models and risks
• On a class of premium principles including the Esscher principle
• Equilibrium Pricing Transforms: New Results Using Buhlmann’s 1980 Economic Model
• A probabilistic analogue of the mean value theorem and its applications to reliability theory
• How a probabilistic analogue of the mean value theorem yields stein-type covariance identities
• A METHOD FOR CONSTRUCTING AND INTERPRETING SOME WEIGHTED PREMIUM PRINCIPLES
• A new class of weighted exponential distributions
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