On some risk-adjusted tail-based premium calculation principles
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Publication:3566017
zbMATH Open1192.91116MaRDI QIDQ3566017FDOQ3566017
Authors: Edward Furman, Zinoviy Landsman 
Publication date: 7 June 2010
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- Premium Calculation for Fat-tailed Risk
- Premium adjustment by generalized adaptive exponential smoothing
- On some layer-based risk measures with applications to exponential dispersion models
- A family of premium principles based on mixtures of TVaRs
- On a family of risk measures based on proportional hazards models and tail probabilities
- Deriving robust Bayesian premiums under bands of prior distributions with applications
- Weighted premium calculation principles
- Comparing Risk Adjusted Premiums from the Reinsurance Point of View
- Conditional tail expectation and premium calculation
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