Premium principles and translation invariance

DOI10.1016/0167-6687(84)90019-2MaRDI QIDQ761753zbMATH OpenOpenAlexFDO

Authors Axel Reich

Publication date 1984

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6687(84)90019-2

zbMATH Keywords

translation invariancerisk aversionutility functionspremium principles

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Utility theory (91B16)

Recommendations

• Nuova dimostrazione di un teorema su un principio di calcolo del premio
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• Characterization theorems for mean value insurance premium calculation principle
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Cites work

• scientific article; zbMATH DE number 3138562 (Why is no real title available?)
• scientific article; zbMATH DE number 3844885 (Why is no real title available?)
• scientific article; zbMATH DE number 3653394 (Why is no real title available?)
• scientific article; zbMATH DE number 3671542 (Why is no real title available?)
• scientific article; zbMATH DE number 3237486 (Why is no real title available?)
• scientific article; zbMATH DE number 3335265 (Why is no real title available?)
• A new premium calculation principle based on Orlicz norms

Cited in

(2)

• Properties of premium calculation principles
• Eine Charakterisierung des Standardabweichungsprinzips

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