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Characterization of convex premium principles
Cardin, Marta; Pacelli, Graziella - In: Mathematical and statistical methods in insurance and …, (pp. 53-60). 2008
Persistent link: https://www.econbiz.de/10003837115
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Modeling parameter risk in premium risk in multi-year internal models
Diers, Dorothea; Eling, Martin; Linde, Marc - In: Journal of risk finance : the convergence of financial … 14 (2013) 3, pp. 234-250
Persistent link: https://www.econbiz.de/10009759773
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Demand of insurance under the cost-of-capital premium calculation principle
Merz, Michael; Wüthrich, Mario V. - In: Risks : open access journal 2 (2014) 2, pp. 226-248
We study the optimal insurance design problem. This is a risk sharing problem between an insured and an insurer. The main novelty in this paper is that we study this optimization problem under a risk-adjusted premium calculation principle for the insurance cover. This risk-adjusted premium...
Persistent link: https://www.econbiz.de/10010399730
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Market pricing of longevity-linked securities
Tang, Sixian; Li, Jackie - In: Scandinavian actuarial journal 2021 (2021) 5, pp. 408-436
Persistent link: https://www.econbiz.de/10012588320
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The uncertain premium principle based on the distortion function
Li, Shengguo; Peng, Jin; Zhang, Bo - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 317-324
Persistent link: https://www.econbiz.de/10010192692
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One-year premium risk and emergence pattern of ultimate loss based on conditional distribution
Delong, Łukasz; Szatkowski, Marcin - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 479-511
Persistent link: https://www.econbiz.de/10012243376
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The distortion principle for insurance pricing : properties, identification and robustness
Escobar, Debora Daniela; Pflug, Georg - In: Stochastic optimization: theory and applications, (pp. 771-794). 2020
Persistent link: https://www.econbiz.de/10012290841
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Ruin probabilities for a double renewal risk model with frequent premium arrivals
Konstantinides, Dimitrios G. - In: Quantitative finance and economics 2 (2018) 3, pp. 717-732
Persistent link: https://www.econbiz.de/10012156842
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Heteroscedasticity of residual spending after risk equalization : a potential source of selection incentives in health insurance markets with premium regulation
Oskam, Michel; Kleef, Richard Cornelis van; Douven, Rudy - In: The European journal of health economics 25 (2024) 3, pp. 379-396
Persistent link: https://www.econbiz.de/10014563781