Calculating premium principles from the mode of a unimodal weighted distribution
From MaRDI portal
Publication:6668698
Recommendations
Cites work
- scientific article; zbMATH DE number 3844885 (Why is no real title available?)
- scientific article; zbMATH DE number 4032883 (Why is no real title available?)
- scientific article; zbMATH DE number 3671542 (Why is no real title available?)
- A method for constructing and interpreting some weighted premium principles
- A new class of weighted exponential distributions
- A probabilistic analogue of the mean value theorem and its applications to reliability theory
- An introduction to stochastic orders
- Comparison methods for stochastic models and risks
- Equilibrium Pricing Transforms: New Results Using Buhlmann’s 1980 Economic Model
- How a probabilistic analogue of the mean value theorem yields stein-type covariance identities
- Insurance pricing and increased limits ratemaking by proportional hazards transforms
- Non-additive measure and integral
- On a class of premium principles including the Esscher principle
- Stochastic orders
- Weighted premium calculation principles
This page was built for publication: Calculating premium principles from the mode of a unimodal weighted distribution
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6668698)