Weighted Pricing Functionals With Applications to Insurance

2009-10-01articleNorth American Actuarial Journal81 citationsclosed

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Probability and Risk Models Insurance and Financial Risk Management Insurance, Mortality, Demography, Risk Management

Abstract

We explore the role of weighted distributions in pricing insurance risks. In particular, we relate the distributions to actuarial and economic premium calculation principles and in this way provide a unifying methodology for constructing new principles and analyzing known ones.

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References

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