Premium Principles-Reference-Cited by-同舟云学术

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Premium Principles

Published:2004-09-24 Issue: Volume: Page:
ISSN:
Container-title:Encyclopedia of Actuarial Science
language:
Short-container-title:

Author:

Young Virginia R.¹

Affiliation:

1. University of Wisconsin-Madison; School of Business; 975 University Avenue Madison Wisconsin USA 53706

Publisher

John Wiley & Sons, Ltd

Reference79 articles.

1. Pricing of unit-linked life insurance policies;Aase;Scandinavian Actuarial Journal,1994

2. Premium calculation without arbitrage? - A note on a contribution by G. Venter;Albrecht;ASTIN Bulletin,1992

3. Coherent risk measures;Artzner;Mathematical Finance,1999

4. Pricing equity-linked life insurance with endogenous minimum guarantees;Bacinello;Insurance: Mathematics and Economics,1993

Cited by 48 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. The premium of uncertain risk based on standard deviation principle;Journal of Intelligent & Fuzzy Systems;2023-06-01

2. Pareto-optimal reinsurance for both the insurer and the reinsurer under the risk-adjusted value and general premium principles;Communications in Statistics - Theory and Methods;2022-12-23

3. Nonasymptotic Convergence Rates for the Plug-in Estimation of Risk Measures;Mathematics of Operations Research;2022-11-22

4. Optimal dividend and risk control strategies for an insurer with two groups of reinsurers;Stochastics;2022-09-26

5. Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle;Communications in Statistics - Theory and Methods;2022-06-01

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