On robust premium principles
type: Item
instance of: scholarly article
title: On robust premium principles
zbMATH Open document ID: 0609.62135
DOI: 10.1016/0167-6687(86)90021-1
author: B. George
published in: Insurance Mathematics \& Economics
publication date: 1986-01-01T00:00:00Z
review text: Premium principles are investigated with respect to their behavior on extremely large claims. A measure for describing the reaction on such a large claim is defined and calculated for various principles. Modified principles are introduced which are robust to large claims.
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 3986488
zbMATH Keywords: robustness
zbMATH Keywords: expectation principle
zbMATH Keywords: variance principle
zbMATH Keywords: standard deviation principle
zbMATH Keywords: exponential principle
zbMATH Keywords: zero utility principle
zbMATH Keywords: Swiss premium principle
zbMATH Keywords: Premium principles
zbMATH Keywords: extremely large claims
MaRDI profile type: Publication
full work available at URL: 0167-6687(86)90021-1
OpenAlex ID: W2048526366
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description: scientific article; zbMATH DE number 3986488