Premium principles and translation invariance

DOI10.1016/0167-6687(84)90019-2zbMATH Open0557.62085OpenAlexW2033319326MaRDI QIDQ761753FDOQ761753

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

Recommendations

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• Positive homogeneity and multiplicativity of premium principles on positive risks
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zbMATH Keywords

translation invariancerisk aversionutility functionspremium principles

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• A new premium calculation principle based on Orlicz norms
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Cited In (2)

• Eine Charakterisierung des Standardabweichungsprinzips
• Properties of premium calculation principles

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