Characterization theorems for mean value insurance premium calculation principle

zbMATH Open1281.91102MaRDI QIDQ390617FDOQ390617

Authors: Mykola Pratsiovytyi, Vitaliy Drozdenko 

Publication date: 8 January 2014

Published in: Tbilisi Mathematical Journal (Search for Journal in Brave)

Full work available at URL: http://www.tcms.org.ge/Journals/TMJ/Volume6/abstract6_6.html

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zbMATH Keywords

consistencyadditivityscale invariancecharacterization theoreminsurance premiumiterativitymean value premium principle

Mathematics Subject Classification ID

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

Cited In (12)

• Short communication: utility-based acceptability indices
• The distortion principle for insurance pricing: properties, identification and robustness
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• On the use of capacities in representing premium calculation principles
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• Axiomatic characterization of insurance prices
• Eine Charakterisierung des Standardabweichungsprinzips
• Premium principles and translation invariance
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