On robust premium principles
From MaRDI portal
Publication:1086964
DOI10.1016/0167-6687(86)90021-1zbMath0609.62135MaRDI QIDQ1086964
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)90021-1
robustness; variance principle; standard deviation principle; exponential principle; Premium principles; zero utility principle; expectation principle; extremely large claims; Swiss premium principle
62P05: Applications of statistics to actuarial sciences and financial mathematics
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