Calculating premium principles from the mode of a unimodal weighted distribution

DOI10.1017/ASB.2024.18MaRDI QIDQ6668698zbMATH OpenFDO

Authors Georgios Psarrakos

Publication date 22 January 2025

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/ASB.2024.18

zbMATH Keywords

Esscher premiumexponential premiumKamps premiummode orderingstochastic orderingunimodal distributionweighted distributionweighted premium calculation principle

Mathematics Subject Classification ID

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

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Cites work

• 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
• 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?)
• 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

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