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Convexity inequalities for the Swiss premium. (English) Zbl 0427.62077


MSC:

62P05 Applications of statistics to actuarial sciences and financial mathematics
26A51 Convexity of real functions in one variable, generalizations
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References:

[1] Bühlmann, H., B. Gagliardi, H. Gerber, andE. Straub: Some inequalities for stop-loss premiums. ASTIN Bulletin, Vol. IX, p. 75–83 (1977).
[2] De Vylder, F., andM. Goovaerts: An invariance property of the Swiss premium calculation principle. Mitteilungen der Vereinigung schweizerischer Versicherungsmathematiker (1979). · Zbl 0419.62089
[3] Gerber, H.: On additive premium calculation principles. ASTIN Bulletin, Vol. VII, p. 215–222 (1974).
[4] Karlin, S., andStudden: Tchebycheff Systems: With applications in analysis and statistics. Interscience Publishers, Inc., New York (1966).
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.