The zero utility principle for scale families of risk distributions

DOI10.1007/BF02808404zbMATH Open0860.62080OpenAlexW35561924MaRDI QIDQ4716012FDOQ4716012

Authors: Dietmar Pfeifer, Bernd Heidergott 

Publication date: 23 April 1997

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

Full work available at URL: https://doi.org/10.1007/bf02808404

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zbMATH Keywords

numerical examplesexplicit representationsscale invariant utility functionszero utility premium

Mathematics Subject Classification ID

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

Cites Work

• On additive principles of zero utility
• On robust premium principles
• Title not available (Why is that?)
• Properties of premium calculation principles
• Premium rating under non-exponential utility
• On the robustness of premium principles

Cited In (12)

• Premium rating under non-exponential utility
• Zero-level pricing and the HARA utility functions
• Truncated linear zero utility pricing and actuarial protection models
• On mean scaled insurance risk models
• Bayesian premium under zero-utility premium principle
• Zero utility principles coinciding on binary risks
• A note on subadditivity of zero-utility premiums
• Title not available (Why is that?)
• On quasi-convexity of the zero utility principle
• Distribution-free comparison of pricing principles.
• Title not available (Why is that?)
• On additive principles of zero utility

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