Weighted premium calculation principles

Insurance: Mathematics and Economics

Volumn 42, Issue 1, 2008, Pages 459-465

  Furman, Edward ^a   Zitikis, Ričardas ^b  

^a YORK UNIVERSITY   (Canada)

^b UNIVERSITY OF WESTERN ONTARIO   (Canada)

Author keywords

Conditional tail expectation; Distorted premium; Esscher's premium; Kamps's premium; Loaded premium; Stochastic ordering; Tail variance premium; Weighted distribution; Weighted premium calculation principle; Weighted transform

Indexed keywords

EID: 38649136226     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2007.10.006     Document Type: Article

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