Weighted premium calculation principlesEdward Furman, Ričardas Zitikis2007-10-25articleInsurance Mathematics and Economics147 citationsgreenNo readable copy stored yet — this record is metadata only.Probability and Risk ModelsInsurance and Financial Risk ManagementInsurance, Mortality, Demography, Risk ManagementAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 147 citations exist upstream.References2003Statistical Size Distributions in Economics and Actuarial Sciences1996Premium Calculation by Transforming the Layer Premium Density1995Insurance pricing and increased limits ratemaking by proportional hazards transforms2006Risk measures and comonotonicity2006Encyclopedia of Actuarial Science2002Economic capital allocation derived from risk measures2006Tail Variance Premium with Applications for Elliptical Portfolio of RisksCited by2008Weighted risk capital allocations2016Gini-Type Measures of Risk and Variability: Gini Shortfall, Capital Allocations, and Heavy-Tailed Risks2011Asymptotics for risk capital allocations based on Conditional Tail Expectation2009Weighted Pricing Functionals With Applications to Insurance2008Skewed bivariate models and nonparametric estimation for the CTE risk measure2009VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance2009On a multivariate Pareto distribution2019SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES