Pages that link to "Item:Q939390"

The following pages link to Weighted premium calculation principles (Q939390):

Displaying 50 items.

• Bregman superquantiles. Estimation methods and applications (Q325014) (← links)
• Background risk models and stepwise portfolio construction (Q340127) (← links)
• Probability inequalities for weighted distributions (Q413394) (← links)
• Length biased weighted residual inaccuracy measure (Q475371) (← links)
• Characterizations based on length-biased weighted measure of inaccuracy for truncated random variables. (Q489247) (← links)
• On some layer-based risk measures with applications to exponential dispersion models (Q609700) (← links)
• Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach (Q631479) (← links)
• Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
• Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses (Q654807) (← links)
• Loss reserving using loss aversion functions (Q659135) (← links)
• Comparing tail variabilities of risks by means of the excess wealth order (Q659172) (← links)
• On a multivariate Pareto distribution (Q659227) (← links)
• Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
• Polynomial extensions of distributions and their applications in actuarial and financial modeling (Q743164) (← links)
• The distortion principle for insurance pricing: properties, identification and robustness (Q827147) (← links)
• The tradeoff insurance premium as a two-sided generalisation of the distortion premium (Q896768) (← links)
• A monotonicity property of the composition of regularized and inverted-regularized gamma functions with applications (Q950486) (← links)
• Grüss-type bounds for the covariance of transformed random variables (Q962508) (← links)
• Weighted risk capital allocations (Q974815) (← links)
• Quantifying non-monotonicity of functions and the lack of positivity in signed measures (Q1686351) (← links)
• Skew-elliptical distributions with applications in risk theory (Q1707559) (← links)
• Weighted risk capital allocations in the presence of systematic risk (Q1742709) (← links)
• Estimating the index of increase via balancing deterministic and random data (Q1788718) (← links)
• On a new class of multivariate prior distributions: theory and application in reliability (Q2057367) (← links)
• Remarks on a generalized inverse Gaussian type integral with applications (Q2148080) (← links)
• Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent losses (Q2157416) (← links)
• Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
• Asymptotic normality of nonparametric estimate for zero-utility premiums (Q2274188) (← links)
• Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums (Q2276227) (← links)
• Stochastic comparisons of distorted variability measures (Q2276253) (← links)
• Stochastic orders in time transformed exponential models with applications (Q2276258) (← links)
• On log-normal convolutions: an analytical-numerical method with applications to economic capital determination (Q2292186) (← links)
• Weighted allocations, their concomitant-based estimators, and asymptotics (Q2317882) (← links)
• An optimal strategy for maximizing the expected real-estate selling price: accept or reject an offer? (Q2320867) (← links)
• Multiple risk factor dependence structures: distributional properties (Q2404540) (← links)
• A note on weighted premium calculation principles (Q2445349) (← links)
• Credibility theory based on trimming (Q2445989) (← links)
• Optimal capital allocation in a hierarchical corporate structure (Q2513455) (← links)
• Skewed bivariate models and nonparametric estimation for the CTE risk measure (Q2518541) (← links)
• Loading monotonicity of weighted premiums, and total positivity properties of weight functions (Q2633749) (← links)
• Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type (Q2656995) (← links)
• Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868) (← links)
• Optimal insurance under maxmin expected utility (Q2697500) (← links)
• A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited (Q3385437) (← links)
• A new variability order based on tail-heaviness (Q3462137) (← links)
• Determining and Allocating Diversification Benefits for a Portfolio of Risks (Q3569714) (← links)
• General Stein-Type Covariance Decompositions with Applications to Insurance and Finance (Q3569721) (← links)
• ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS (Q4563733) (← links)
• A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (Q4563796) (← links)
• Premiums and reserves, adjusted by distortions (Q4576801) (← links)