Characterization theorems for customer equivalent utility insurance premium calculation principle

DOI10.1007/S13385-014-0096-XzbMath1329.91074OpenAlexW1981832818MaRDI QIDQ906589

Mykola V. Pratsiovytyi, Vitaliy O. Drozdenko

Publication date: 22 January 2016

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-014-0096-x

zbMATH Keywords

consistencyadditivityscale invariancecharacterization theoremiterativitycustomer equivalent/zero utility insurance premium principle

Mathematics Subject Classification ID

Cites Work

• Coherent Measures of Risk
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