Pages that link to "Item:Q1262678"
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The following pages link to Properties of the Esscher premium calculation principle (Q1262678):
Displaying 14 items.
- The tradeoff insurance premium as a two-sided generalisation of the distortion premium (Q896768) (← links)
- Weighted premium calculation principles (Q939390) (← links)
- Skew-elliptical distributions with applications in risk theory (Q1707559) (← links)
- Minimizing the probability of ruin: optimal per-loss reinsurance (Q1799651) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- Exact credibility reference Bayesian premiums (Q2155843) (← links)
- Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure (Q2444715) (← links)
- An extension of Arrow's result on optimality of a stop loss contract (Q2485525) (← links)
- A comonotonic image of independence for additive risk measures (Q2485529) (← links)
- The credibility premiums based on estimated moment-generating function (Q2979584) (← links)
- On a class of premium principles including the Esscher principle (Q4235016) (← links)
- LINEAR VERSUS NONLINEAR ALLOCATION RULES IN RISK SHARING UNDER FINANCIAL FAIRNESS (Q4691245) (← links)
- ORDERING PROPERTIES OF EXTREME CLAIM AMOUNTS FROM HETEROGENEOUS PORTFOLIOS (Q5379417) (← links)
- Asymptotics of the loss-based tail risk measures in the presence of extreme risks (Q6550185) (← links)
