Properties of premium calculation principles
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Publication:1068500
DOI10.1016/0167-6687(86)90015-6zbMath0582.62090MaRDI QIDQ1068500
Publication date: 1986
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(86)90015-6
homogeneity; utility function; sub-additivity; premium principles; exponential principle; Esscher principle; mean value principle; net premium principle; Orlicz principle; Swiss premium calculation principle; zero utility principle
62P05: Applications of statistics to actuarial sciences and financial mathematics
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Cites Work