Actuarial Premium Principles

Marc J. Goovaerts; Jan Dhaene; Omar Rachedi

doi:10.1002/9780470061602.eqf21003

Actuarial Premium Principles

Marc J. Goovaerts
, Jan Dhaene
, Omar Rachedi

Producción científica: Capítulo del libro › Capítulo › revisión exhaustiva

2 Citas (Scopus)

Resumen

An actuarial premium principle is a method for assigning an appropriate price for an insurance policy. Different classes of premium calculation principles emerge from different axiomatic settings. Several premium principles are presented, with an emphasis on the theories of choice under risk underlying them. Two approaches for deriving premium principles are provided: the first is based on Bühlmann's economic principle, while the second is based on a generalized Markov inequality.

Idioma original	Inglés
Título de la publicación alojada	Encyclopedia of Quantitative Finance
Editorial	Wiley
Páginas	1-6
Número de páginas	6
ISBN (versión digital)	9780470061602
ISBN (versión impresa)	9780470057568
DOI	https://doi.org/10.1002/9780470061602.eqf21003
Estado	Publicada - 15 may 2010
Publicado de forma externa	Sí

ODS de las Naciones Unidas

Este resultado contribuye a los siguientes Objetivos de Desarrollo Sostenible

ODS 10: Reducción de las desigualdades

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10.1002/9780470061602.eqf21003

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KW - Markov inequality

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KW - risk measurement

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Actuarial Premium Principles

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