Bayesian premium under zero-utility premium principle

zbMATH Open1374.91055MaRDI QIDQ2987153FDOQ2987153

Authors: Limin Wen, Xiao-hong Zhuang 

Publication date: 17 May 2017

Recommendations

• Premium rating under non-exponential utility
• The zero utility principle for scale families of risk distributions
• Properties of premium calculation principles
• Asymptotic normality of nonparametric estimate for zero-utility premiums
• A note on subadditivity of zero-utility premiums

zbMATH Keywords

consistencyrisk premiumBayesian premiumzero-utility premium principle

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (7)

• Premium rating under non-exponential utility
• Credibility estimation of risk premium in expected utility principle
• Zero utility principles coinciding on binary risks
• A note on subadditivity of zero-utility premiums
• Asymptotic normality of nonparametric estimate for zero-utility premiums
• Bayesian premium and asymptotic approximation for a class of loss functions
• Calculation of Bayes premium for conditional elliptical risks

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