The Dutch premium principle

DOI10.1016/0167-6687(92)90049-HMaRDI QIDQ1205679zbMATH OpenOpenAlexFDO

Authors A. E. van Heerwaarden, Rob Kaas

Publication date 1 April 1993

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6687(92)90049-h

zbMATH Keywords

Dutch premium principleexcess-of-loss coverstochastic dominancestop-loss order

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• On a class of premium principles including the Esscher principle
• scientific article; zbMATH DE number 845459
• On Quasi-mean value principles
• Properties of premium calculation principles
• scientific article; zbMATH DE number 3844885

Cites work

• scientific article; zbMATH DE number 3844885 (Why is no real title available?)
• scientific article; zbMATH DE number 48420 (Why is no real title available?)
• Stop-loss order, unequal means, and more dangerous distributions

Cited in

(30)

• On robust premium principles
• A note on experience rating, reinsurance and premium principles
• Distribution-free comparison of pricing principles.
• Risk comparisons of premium rules: Optimality and a life insurance study
• Insurance pricing and increased limits ratemaking by proportional hazards transforms
• Optimal stop-loss reinsurance with joint utility constraints
• Sensitivity analysis and tail variability for the Wang's actuarial index
• Minimal representation of insurance prices
• Financial risk measurement with imprecise probabilities
• A quantitative comparison of risk measures
• Optimal reinsurance with general premium principles
• An extension of Arrow's result on optimality of a stop loss contract
• A family of premium principles based on mixtures of TVaRs
• Ordering of risks under PH-transforms
• GENERALIZING DUTCH RISK MEASURES THROUGH IMPRECISE PREVISIONS
• Comparing Risk Adjusted Premiums from the Reinsurance Point of View
• On a class of premium principles including the Esscher principle
• On Quasi-mean value principles
• Optimal reinsurance arrangements in the presence of two reinsurers
• Basic geometric dispersion theory of decision making under risk: asymmetric risk relativity, new predictions of empirical behaviors, and risk triad
• RISK MEASURES DERIVED FROM A REGULATOR’S PERSPECTIVE ON THE REGULATORY CAPITAL REQUIREMENTS FOR INSURERS
• On the Loading of a Stop-Loss Contract: A Correction on Extrapolation and two Stable Price Methods
• On the characterization of premium principle with respect to pointwise comonotonicity
• An Actuarial Index of the Right-Tail Risk
• Asymptotics of the loss-based tail risk measures in the presence of extreme risks
• Net premium of the drop down excess of loss cover
• A stop-loss risk index
• Optimal reinsurance under convex principles of premium calculation
• The tradeoff insurance premium as a two-sided generalisation of the distortion premium
• Insurance pricing under ambiguity

This page was built for publication: The Dutch premium principle

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1205679)