Eine Charakterisierung des Standardabweichungsprinzips

DOI10.1007/BF02808532zbMath0573.62095MaRDI QIDQ3690927

Axel Reich

Publication date: 1985

Published in: Blätter der DGVFM (Search for Journal in Brave)

zbMATH Keywords

standard deviation principlesub-additivitypremium principlesweak versions of homogeneity

Mathematics Subject Classification ID

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

Related Items (7)

On robust premium principles ⋮ On a generalized total claims amount ⋮ On Quasi-mean value principles ⋮ Statistische Schwankungszuschläge für biometrische Rechnungsgrundlagen in der Lebensversicherung ⋮ Zu einer Standardtafel proportionale Rechnungsgrundlagen ⋮ Largest claims reinsurance premiums under discrete claims sizes ⋮ Positive homogeneity and multiplicativity of premium principles on positive risks

Cites Work

• Premium principles and translation invariance
• A new premium calculation principle based on Orlicz norms
• Unnamed Item

This page was built for publication: Eine Charakterisierung des Standardabweichungsprinzips