Properties of the Esscher premium calculation principle
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Cites work
- scientific article; zbMATH DE number 3885030 (Why is no real title available?)
- scientific article; zbMATH DE number 3844885 (Why is no real title available?)
- scientific article; zbMATH DE number 4032883 (Why is no real title available?)
- scientific article; zbMATH DE number 3698269 (Why is no real title available?)
- Optimal reinsurance in relation to ordering of risks
Cited in
(24)- Properties of premium calculation principles
- Skew-elliptical distributions with applications in risk theory
- Minimizing the probability of ruin: optimal per-loss reinsurance
- The Esscher premium principle in risk theory: A Bayesian sensitivity study
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation
- Exact credibility reference Bayesian premiums
- Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure
- A note on weighted premium calculation principles
- An extension of Arrow's result on optimality of a stop loss contract
- A comonotonic image of independence for additive risk measures
- Limit behavior of the Esscher premium
- The credibility premiums based on estimated moment-generating function
- On a class of premium principles including the Esscher principle
- 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
- Ordering properties of extreme claim amounts from heterogeneous portfolios
- Asymptotics of the loss-based tail risk measures in the presence of extreme risks
- On a general class of functionals: statistical inference and application to risk measures
- Experience rating of risk premium for Esscher premium principle
- The tradeoff insurance premium as a two-sided generalisation of the distortion premium
- Weighted premium calculation principles
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