Insurance pricing and increased limits ratemaking by proportional hazards transforms

Insurance: Mathematics and Economics

Volumn 17, Issue 1, 1995, Pages 43-54

  Wang, Shaun ^a  

^a UNIVERSITY OF WATERLOO   (Canada)

Author keywords

Increased limits factors; Optimal reinsurance; Premium principle; Proportional hazards transform; Risk averse

Indexed keywords

EID: 84981705128     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-6687(95)00010-P     Document Type: Article

References (10)

1. The competitive market equilibrium risk load formula for increased limits ratemaking
2. Loading gross premiums for risk without using utility theory
3. Discussion of Meyers' paper — The competitive market equilibrium risk load formula for increased limits ratemaking
4. Further results on recursive evaluation of compound distributions
5. The Dutch premium principle
6. Premium calculation implications of reinsurance without arbitrage