Pages that link to "Item:Q4235016"
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The following pages link to On a class of premium principles including the Esscher principle (Q4235016):
Displaying 14 items.
- Weighted premium calculation principles (Q939390) (← links)
- Weighted risk capital allocations (Q974815) (← links)
- Skew-elliptical distributions with applications in risk theory (Q1707559) (← links)
- Weighted risk capital allocations in the presence of systematic risk (Q1742709) (← links)
- Estimating the index of increase via balancing deterministic and random data (Q1788718) (← links)
- Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums (Q2276227) (← links)
- The credibility premiums based on estimated moment-generating function (Q2979584) (← links)
- LINEAR VERSUS NONLINEAR ALLOCATION RULES IN RISK SHARING UNDER FINANCIAL FAIRNESS (Q4691245) (← links)
- Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020 (Q5027911) (← links)
- Weighted Pricing Functionals With Applications to Insurance (Q5029087) (← links)
- ON THE ELL FAMILY OF DISTRIBUTIONS WITH ACTUARIAL APPLICATIONS (Q5067888) (← links)
- How a probabilistic analogue of the mean value theorem yields stein-type covariance identities (Q5086995) (← links)
- A study of Bayesian local robustness with applications in actuarial statistics (Q5123636) (← links)
- Agricultural Insurance Ratemaking: Development of a New Premium Principle (Q5206140) (← links)
