Premium principles and translation invariance

DOI10.1016/0167-6687(84)90019-2zbMath0557.62085OpenAlexW2033319326MaRDI QIDQ761753

Axel Reich

Publication date: 1984

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(84)90019-2

zbMATH Keywords

utility functionsrisk aversiontranslation invariancepremium principles

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Utility theory (91B16)

Related Items (2)

Properties of premium calculation principles ⋮ Eine Charakterisierung des Standardabweichungsprinzips

Cites Work

• A new premium calculation principle based on Orlicz norms
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