Additivity and premium calculation principles

DOI10.1007/BF02809436MaRDI QIDQ3745126zbMATH OpenOpenAlexFDO

Authors Bart Heijnen, Marc J. Goovaerts

Publication date 1986

Published in Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02809436

zbMATH Keywords

additive principlescovariance-additive principlesEsscher principlesnet premium principlepremium calculation principlesvariance principles

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites work

• Equilibrium in a Reinsurance Market
• scientific article; zbMATH DE number 3844885 (Why is no real title available?)
• scientific article; zbMATH DE number 3190851 (Why is no real title available?)
• scientific article; zbMATH DE number 3198487 (Why is no real title available?)
• On orthogonally additive mappings
• On the representation of additive principles of premium calculation

Cited in

(5)

• Conditional functional equations and orthogonal additivity
• Orthogonalities and functional equations
• On a method of solving some functional equations for set-valued functions
• A singular behaviour of a set-valued approximate orthogonal additivity
• Set-valued orthogonal additivity

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