On convex principles of premium calculation
Related to the doctoral dissertation of the first author the paper introduces the concept of a convex premium calculation principle and discusses a variety of properties related to this. If premiums are calculated according to convex principles, the authors consider the problem of optimal cooperation. They give general solutions which generalize the results of \textit{H. Bühlmann}, Mathematical methods in risk theory. (1970; Zbl 0209.233) and \textit{H. U. Gerber}, An introduction to mathematical risk theory. (1980; Zbl 0431.62066).
scientific article; zbMATH DE number 3928159