Premium rating under non-exponential utility
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Publication:1099566
DOI10.1016/0167-6687(87)90029-1zbMath0638.62100OpenAlexW1975324698MaRDI QIDQ1099566
Gregory Clive Taylor, Marc J. Goovaerts
Publication date: 1987
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(87)90029-1
risk aversionrisk theorypremium calculation principleszero utility principleexcess of loss reinsurance retentionsnon-exponential utility
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On Quasi-mean value principles ⋮ The zero utility principle for scale families of risk distributions
Cites Work
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