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Distribution-free comparison of pricing principles

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  • Hurlimann, Werner

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  • Hurlimann, Werner, 2001. "Distribution-free comparison of pricing principles," Insurance: Mathematics and Economics, Elsevier, vol. 28(3), pages 351-360, June.
    • Handle: RePEc:eee:insuma:v:28:y:2001:i:3:p:351-360
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    References listed on IDEAS

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    1. Denneberg, Dieter, 1990. "Premium Calculation: Why Standard Deviation Should be Replaced by Absolute Deviation1," ASTIN Bulletin, Cambridge University Press, vol. 20(2), pages 181-190, November.
    2. Wang, Shaun, 1996. "Premium Calculation by Transforming the Layer Premium Density," ASTIN Bulletin, Cambridge University Press, vol. 26(1), pages 71-92, May.
    3. van Heerwaarden, A. E. & Kaas, R., 1992. "The Dutch premium principle," Insurance: Mathematics and Economics, Elsevier, vol. 11(2), pages 129-133, August.
    4. Ammeter, Hans, 1963. "Spreading of Exceptional Claims by Means of an Internal Stop Loss Cover," ASTIN Bulletin, Cambridge University Press, vol. 2(3), pages 380-386, April.
    5. Denuit, Michel, 1999. "The Exponential Premium Calculation Principle Revisited," ASTIN Bulletin, Cambridge University Press, vol. 29(2), pages 215-226, November.
    6. Wang, Shaun S. & Young, Virginia R. & Panjer, Harry H., 1997. "Axiomatic characterization of insurance prices," Insurance: Mathematics and Economics, Elsevier, vol. 21(2), pages 173-183, November.
    7. Shaun, Wang, 1995. "Insurance pricing and increased limits ratemaking by proportional hazards transforms," Insurance: Mathematics and Economics, Elsevier, vol. 17(1), pages 43-54, August.
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    Cited by:

    1. Henryk Gzyl & Silvia Mayoral, 2006. "On a relationship between distorted and spectral risk measures," Faculty Working Papers 15/06, School of Economics and Business Administration, University of Navarra.

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