Weighted premium calculation principles

DOI10.1016/j.insmatheco.2007.10.006zbMath1141.91509OpenAlexW3125672575MaRDI QIDQ939390

Edward Furman, Ričardas Zitikis

Publication date: 22 August 2008

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.10.006

zbMATH Keywords

stochastic orderingweighted distributionconditional tail expectationtail variance premiumdistorted premiumEsscher's premiumKamps's premiumloaded premiumweighted premium calculation principleweighted transform

Mathematics Subject Classification ID

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