A note on experience rating, reinsurance and premium principles

DOI10.1016/0167-6687(94)90777-3zbMath0801.62091MaRDI QIDQ1336887

Werner Hürlimann

Publication date: 6 November 1994

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

Full work available at URL: https://doi.org/10.1016/0167-6687(94)90777-3

zbMATH Keywords

stop-loss order; premium calculation principles; experience rating; bonus strategies; company internal reinsurance covers; extension of the Dutch premium principle; order-preserving properties; perfect hedge condition; reinsurance covers

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

Related Items

On Quasi-mean value principles, ON THE AGGREGATION OF EXPERTS' INFORMATION IN BONUS–MALUS SYSTEMS, A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts, Non-optimality of a linear combination of proportional and non-proportional reinsurance, A note on experience rating, reinsurance and premium principles, Distribution-free comparison of pricing principles., Predictive stop-loss premiums and Student's \(t\)-distribution, Collective risk model: Poisson–Lindley and exponential distributions for Bayes premium and operational risk, GENERALIZING DUTCH RISK MEASURES THROUGH IMPRECISE PREVISIONS

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