On a class of premium principles including the Esscher principle
From MaRDI portal
Recommendations
Cites work
- A Characterization of Certain Families of Distributions Via Essche Transforms and Independence
- Analytic Inequalities
- Decision theoretic foundations of credibility theory
- scientific article; zbMATH DE number 3844885 (Why is no real title available?)
- scientific article; zbMATH DE number 486613 (Why is no real title available?)
- On a renewal process average
- Positive homogeneity and multiplicativity of premium principles on positive risks
- Properties of the Esscher premium calculation principle
- The inspection paradox with random time
Cited in
(31)- The Dutch premium principle
- Properties of the Esscher premium calculation principle
- Skew-elliptical distributions with applications in risk theory
- Weighted risk capital allocations in the presence of systematic risk
- Estimating the index of increase via balancing deterministic and random data
- The Esscher premium principle in risk theory: A Bayesian sensitivity study
- Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums
- A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles
- A note on weighted premium calculation principles
- Ordering of risks under PH-transforms
- Limit behavior of the Esscher premium
- The credibility premiums based on estimated moment-generating function
- On One Sufficient Reducibility Criterion for Wang's Premium Principle
- Ordering of distributions and risk measurement
- Statistische Prämienkalkulation nach dem Exponentialprinzip bei unbekannter Risikoverteilung
- scientific article; zbMATH DE number 2168889 (Why is no real title available?)
- Linear versus nonlinear allocation rules in risk sharing under financial fairness
- scientific article; zbMATH DE number 3996959 (Why is no real title available?)
- scientific article; zbMATH DE number 4113818 (Why is no real title available?)
- Nuova dimostrazione di un teorema su un principio di calcolo del premio
- AN ECONOMIC PREMIUM PRINCIPLE IN A CONTINUOUS-TIME ECONOMY(Special Issue on Theory, Methodology and Applications in Financial Engneering)
- Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020
- Weighted Pricing Functionals With Applications to Insurance
- On the \(r\mathcal{B}ell\) family of distributions with actuarial applications
- How a probabilistic analogue of the mean value theorem yields stein-type covariance identities
- A study of Bayesian local robustness with applications in actuarial statistics
- Agricultural Insurance Ratemaking: Development of a New Premium Principle
- Calculating premium principles from the mode of a unimodal weighted distribution
- On the flexibility and loading maximization for weighted premiums
- Weighted premium calculation principles
- Weighted risk capital allocations
This page was built for publication: On a class of premium principles including the Esscher principle
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4235016)
