Convexity Inequalities for the Swiss premium

DOI10.1007/BF02809367zbMath0427.62077OpenAlexW2009309978MaRDI QIDQ3862924

Marc J. Goovaerts, F. Etienne De Vylder

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1007/bf02809367

zbMATH Keywords

convexity inequalitiesrisk decompositionrisk splittingsub-decomposabilitysubtranslativitySwiss premium

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Convexity of real functions in one variable, generalizations (26A51)

Related Items (2)

Ordering of risks: a review ⋮ Competitive equilibrium on risk exchanges: A constrained market approach

Cites Work

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