Calculating premium principles from the mode of a unimodal weighted distribution

DOI10.1017/ASB.2024.18MaRDI QIDQ6668698FDOQ6668698

Georgios Psarrakos

Publication date: 22 January 2025

Published in: ASTIN Bulletin (Search for Journal in Brave)

zbMATH Keywords

stochastic orderingEsscher premiumweighted distributionexponential premiumunimodal distributionweighted premium calculation principleKamps premiummode ordering

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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• Comparison methods for stochastic models and risks
• Stochastic orders
• Non-additive measure and integral
• A probabilistic analogue of the mean value theorem and its applications to reliability theory
• Insurance pricing and increased limits ratemaking by proportional hazards transforms
• A new class of weighted exponential distributions
• Weighted premium calculation principles
• How a probabilistic analogue of the mean value theorem yields stein-type covariance identities
• Equilibrium Pricing Transforms: New Results Using Buhlmann’s 1980 Economic Model
• On a class of premium principles including the Esscher principle
• A METHOD FOR CONSTRUCTING AND INTERPRETING SOME WEIGHTED PREMIUM PRINCIPLES

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