A Risk Measure Alternative to the Variance-Reference-Cited by-同舟云学术

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A Risk Measure Alternative to the Variance

Published:1977-01 Issue:1-2 Volume:9 Page:42-58
ISSN:0515-0361
Container-title:ASTIN Bulletin
language:en
Short-container-title:ASTIN Bull.

Author:

Berliner B.

Abstract

SummaryThe qualifications of the semivariance as a useful risk measure are examined and compared to those of the variance. Although on first sight the semivariance may seem more appropriate from the insured's point of view the analysis of this paper leads to a preference for the variance as a risk measure.

Publisher

Cambridge University Press (CUP)

Subject

Economics and Econometrics,Finance,Accounting

Reference12 articles.

1. On Additive Premium Calculation Principles;Gerber;ASTIN Bulletin

2. Some Aspects on Reinsurance Profits and Loadings;Benktander;ASTIN Bulletin

3. A Note on Profit Margin and Insurance Market Capacity;Benktander;Mitteilungen der Vereinigung Schweizerischer Versicherungsmathematiker,1970

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Premium Principles;Wiley StatsRef: Statistics Reference Online;2014-09-29

2. Mean–variance efficient strategies in proportional reinsurance under group correlation in a gaussian framework;European Actuarial Journal;2011-06-11

3. An extension of Arrow’s result on optimality of a stop loss contract;Insurance: Mathematics and Economics;2004-12

4. Premium Principles;Encyclopedia of Actuarial Science;2004-09-24

5. Ordering of risks: a review;Insurance: Mathematics and Economics;1982-04

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