SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
On Additive Premium Calculation Principles
4 references·16 citing·36 second hop
On Additive Premium Calculation Principles (1974)On Additive Premium Calculation PrinciplesEquilibrium in a Reinsurance Market (1992)Equilibrium in a Reinsurance …Mathematical Methods in Risk Theory. (1971)Mathematical Methods in Risk …Mathematical Methods in Risk Theory (1970)Mathematical Methods in Risk …Equilibrium in a Reinsurance Market (1962)Equilibrium in a Reinsurance …A Theory for Measures of Tail Risk (2021)A Theory for Measures of Tail…DISTORTION RISKMETRICS ON GENERAL SPACES (2020)DISTORTION RISKMETRICS ON GEN…Multiobjective capital allocation for supplier development under risk (2017)Multiobjective capital alloca…Additive Consistency of Risk Measures and Its Application to Risk-Averse Routing in Networks (2016)Additive Consistency of Risk …Equilibrium routing under uncertainty (2015)Equilibrium routing under unc…Decision principles derived from risk measures (2010)Decision principles derived f…Premium Principles (2004)Premium PrinciplesA comonotonic image of independence for additive risk measures (2004)A comonotonic image of indepe…Risk Measures and Theories of Choice (2003)Risk Measures and Theories of…Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility (2003)Equity-Indexed Life Insurance…A Unified Approach to Generate Risk Measures (2003)A Unified Approach to Generat…Premium Calculation from Top Down (1985)Premium Calculation from Top …Local consistency of risk preferences (1983)Local consistency of risk pre…Portfolio Optimization Models for Property-Liability Insurance Companies: An Analysis and Some Extensions (1981)Portfolio Optimization Models…The Theory of Insurance Risk Premiums—A Re-Examination in the Light of Recent Developments in Capital Market Theory (1979)The Theory of Insurance Risk …How to Define a Bonus-Malus System with an Exponential Utility Function (1979)How to Define a Bonus-Malus S…An Economic Premium Principle (1980)The Dutch premium principle (1992)Risk Measures and Comonotonicity: A Review (2006)Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)Existence of an Equilibrium for a Competitive Economy (1954)The Design of an Optimal Insurance Policy (1992)Inf-convolution of risk measures and optimal risk transfer (2005)Insurance within the Firm (2005)Theory of games and economic behavior (2019)A theory of anticipated utility (1982)Coherent Measures of Risk (1999)Distortion Risk Measures in Portfolio Optimization (2009)Examining the role of two aspects of eWOM in online repurchase intention: An integrated trust–loyalty perspective (2018)The Dual Theory of Choice under Risk (1987)Subjective Probability and Expected Utility without Additivity (1989)Subjective probability and expected utility without additivity (2004)Extending dynamic convex risk measures from discrete time to continuous time: A convergence approach (2010)Pricing insurance contracts under Cumulative Prospect Theory (2011)The Axiomatic Approach to Risk Measures for Capital Determination (2015)PORTFOLIO SELECTION* (1952)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Conditional value-at-risk for general loss distributions (2002)A Critical Comparison of Three Notions of Fractional Stochastic Dominance (2020)From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures (2023)Enhancing portfolio management using artificial intelligence: literature review (2024)Theory of Games and Economic Behavior (1946)Risk Aversion in the Small and in the Large (1964)Robust and Pareto optimality of insurance contracts (2017)Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle (2019)Optimal reinsurance designs based on risk measures: a review (2020)Estimates for the probability of ruin with special emphasis on the possibility of large claims (1982)Controlled diffusion models for optimal dividend pay-out (1997)Optimal investment for insurer with jump-diffusion risk process (2005)The Market for Catastrophe Risk: A Clinical Examination (1999)AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT (2007)
this work references cited by second hop

References

  • 1970Mathematical Methods in Risk Theory718 cited
  • 1962Equilibrium in a Reinsurance Market700 cited
  • 1992Equilibrium in a Reinsurance Market562 cited
  • 1971Mathematical Methods in Risk Theory.494 cited

Cited by

  • 2004Premium Principles80 cited
  • 2021A Theory for Measures of Tail Risk70 cited
  • 2003Risk Measures and Theories of Choice67 cited
  • 2004A comonotonic image of independence for additive risk measures65 cited
  • 1985Premium Calculation from Top Down61 cited
  • 1979The Theory of Insurance Risk Premiums—A Re-Examination in the Light of Recent Developments in Capital Market Theory59 cited
  • 2020DISTORTION RISKMETRICS ON GENERAL SPACES50 cited
  • 1981Portfolio Optimization Models for Property-Liability Insurance Companies: An Analysis and Some Extensions50 cited
  • 2010Decision principles derived from risk measures49 cited
  • 1979How to Define a Bonus-Malus System with an Exponential Utility Function47 cited
  • 2003A Unified Approach to Generate Risk Measures46 cited
  • 2003Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

41 cited
  • 2017Multiobjective capital allocation for supplier development under risk40 cited
  • 2016Additive Consistency of Risk Measures and Its Application to Risk-Averse Routing in Networks19 cited
  • 2015Equilibrium routing under uncertainty14 cited
  • 1983Local consistency of risk preferences2 cited