Wu, Shujin Poisson-Gamma mixture processes and applications to premium calculation. (English) Zbl 07571105 Commun. Stat., Theory Methods 51, No. 17, 5913-5936 (2022). MSC: 60H10 37C75 PDF BibTeX XML Cite \textit{S. Wu}, Commun. Stat., Theory Methods 51, No. 17, 5913--5936 (2022; Zbl 07571105) Full Text: DOI OpenURL
de Moura, A. Bugalho; Centeno, M. L. Optimal reinsurance of dependent risks. (English) Zbl 1491.62153 REVSTAT 20, No. 2, 135-177 (2022). MSC: 62P05 91G05 PDF BibTeX XML Cite \textit{A. B. de Moura} and \textit{M. L. Centeno}, REVSTAT 20, No. 2, 135--177 (2022; Zbl 1491.62153) Full Text: DOI OpenURL
Corradin, Alexandre; Denuit, Michel; Detyniecki, Marcin; Grari, Vincent; Sammarco, Matteo; Trufin, Julien Joint modeling of claim frequencies and behavioral signals in motor insurance. (English) Zbl 1485.91207 ASTIN Bull. 52, No. 1, 33-54 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{A. Corradin} et al., ASTIN Bull. 52, No. 1, 33--54 (2022; Zbl 1485.91207) Full Text: DOI Link OpenURL
Kazi-Tani, Nabil Indifference pricing of reinsurance with reinstatements using coherent monetary criteria. (English) Zbl 1484.91390 Eur. Actuar. J. 11, No. 1, 161-183 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 91B16 62P05 PDF BibTeX XML Cite \textit{N. Kazi-Tani}, Eur. Actuar. J. 11, No. 1, 161--183 (2021; Zbl 1484.91390) Full Text: DOI HAL OpenURL
Guerra, M.; de Moura, A. B. Reinsurance of multiple risks with generic dependence structures. (English) Zbl 1475.91303 Insur. Math. Econ. 101, 547-571 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{M. Guerra} and \textit{A. B. de Moura}, Insur. Math. Econ. 101, 547--571 (2021; Zbl 1475.91303) Full Text: DOI arXiv OpenURL
Lyberopoulos, Demetrios P.; Macheras, Nikolaos D. A characterization of martingale-equivalent mixed compound Poisson processes. (English) Zbl 1476.91036 Ann. Appl. Probab. 31, No. 2, 778-805 (2021). MSC: 91B05 60G44 60G51 60G55 PDF BibTeX XML Cite \textit{D. P. Lyberopoulos} and \textit{N. D. Macheras}, Ann. Appl. Probab. 31, No. 2, 778--805 (2021; Zbl 1476.91036) Full Text: DOI arXiv Link OpenURL
Nendel, Max; Riedel, Frank; Schmeck, Maren Diane A decomposition of general premium principles into risk and deviation. (English) Zbl 1471.91477 Insur. Math. Econ. 100, 193-209 (2021). MSC: 91G05 91G70 PDF BibTeX XML Cite \textit{M. Nendel} et al., Insur. Math. Econ. 100, 193--209 (2021; Zbl 1471.91477) Full Text: DOI arXiv OpenURL
Macheras, Nikolaos D.; Tzaninis, Spyridon M. A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles. (English) Zbl 1435.60039 Mod. Stoch., Theory Appl. 7, No. 1, 43-60 (2020). MSC: 60G55 91G40 28A35 60G44 60K05 PDF BibTeX XML Cite \textit{N. D. Macheras} and \textit{S. M. Tzaninis}, Mod. Stoch., Theory Appl. 7, No. 1, 43--60 (2020; Zbl 1435.60039) Full Text: DOI arXiv OpenURL
Baione, Fabio; Biancalana, Davide An individual risk model for premium calculation based on quantile: a comparison between generalized linear models and quantile regression. (English) Zbl 1429.91275 N. Am. Actuar. J. 23, No. 4, 573-590 (2019). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{F. Baione} and \textit{D. Biancalana}, N. Am. Actuar. J. 23, No. 4, 573--590 (2019; Zbl 1429.91275) Full Text: DOI OpenURL
Sánchez-Sánchez, M.; Sordo, M. A.; Suárez-Llorens, A.; Gómez-Déniz, E. Deriving robust Bayesian premiums under bands of prior distributions with applications. (English) Zbl 1415.62081 ASTIN Bull. 49, No. 1, 147-168 (2019). MSC: 62P05 62F15 60E15 91B30 PDF BibTeX XML Cite \textit{M. Sánchez-Sánchez} et al., ASTIN Bull. 49, No. 1, 147--168 (2019; Zbl 1415.62081) Full Text: DOI OpenURL
Blanco, Víctor; Pérez-Sánchez, José M. On the aggregation of experts’ information in bonus-malus systems. (English) Zbl 1390.62203 ASTIN Bull. 48, No. 1, 311-337 (2018). MSC: 62P05 62F15 91B30 PDF BibTeX XML Cite \textit{V. Blanco} and \textit{J. M. Pérez-Sánchez}, ASTIN Bull. 48, No. 1, 311--337 (2018; Zbl 1390.62203) Full Text: DOI arXiv OpenURL
Schmidli, Hanspeter Risk theory. (English) Zbl 1422.91009 Springer Actuarial. Lecture Notes. Cham: Springer (ISBN 978-3-319-72004-3/pbk; 978-3-319-72005-0/ebook). xii, 242 p. (2017). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91-01 91B30 91B16 60J75 60K10 PDF BibTeX XML Cite \textit{H. Schmidli}, Risk theory. Cham: Springer (2017; Zbl 1422.91009) Full Text: DOI OpenURL
Dickson, David C. M. Insurance risk and ruin. 2nd edition. (English) Zbl 1351.91001 International Series on Actuarial Science. Cambridge: Cambridge University Press (ISBN 978-1-107-15460-5/hbk; 978-1-316-65077-6/ebook). xii, 294 p. (2017). MSC: 91-01 91B30 60K10 91B16 PDF BibTeX XML Cite \textit{D. C. M. Dickson}, Insurance risk and ruin. 2nd edition. Cambridge: Cambridge University Press (2017; Zbl 1351.91001) Full Text: DOI OpenURL
Heilmann, Wolf-Rüdiger; Schröter, Klaus Jürgen Fundamentals of risk theory. 2nd revised ed. (Grundbegriffe der Risikotheorie.) (German) Zbl 1291.91002 Karlsruhe: Verlag Versicherungswirtschaft (ISBN 978-3-89952-729-2/pbk; 978-3-86298-268-4/ebook). xxii, 450 p. (2014). Reviewer: Hanspeter Schmidli (Köln) MSC: 91-01 91B30 62P05 PDF BibTeX XML Cite \textit{W.-R. Heilmann} and \textit{K. J. Schröter}, Grundbegriffe der Risikotheorie. 2nd revised ed. Karlsruhe: Verlag Versicherungswirtschaft (2014; Zbl 1291.91002) OpenURL
Irkhina, N. A. On one sufficient reducibility criterion for Wang’s premium principle. (English. Russian original) Zbl 1214.91054 Theory Probab. Appl. 55, No. 1, 126-134 (2011); translation from Teor. Veroyatn. Primen. 55, No. 1, 148-156 (2010). MSC: 91B30 PDF BibTeX XML Cite \textit{N. A. Irkhina}, Theory Probab. Appl. 55, No. 1, 126--134 (2011; Zbl 1214.91054); translation from Teor. Veroyatn. Primen. 55, No. 1, 148--156 (2010) Full Text: DOI OpenURL
Dickson, David C. M. Insurance risk and ruin. Reprint of the 2005 hardback ed. (English) Zbl 1202.91002 International Series on Actuarial Science. Cambridge: Cambridge University Press (ISBN 978-0-521-17675-0/pbk). xii, 229 p. (2010). Reviewer: Piotr Jaworski (Warszawa) MSC: 91-01 91B30 91B16 60K05 PDF BibTeX XML Cite \textit{D. C. M. Dickson}, Insurance risk and ruin. Reprint of the 2005 hardback ed. Cambridge: Cambridge University Press (2010; Zbl 1202.91002) OpenURL
Di, Yuhong; Liu, Zaiming The impact of the NBCC model with dependence on the ruin probabilities. (Chinese. English summary) Zbl 1164.62413 Chin. J. Eng. Math. 25, No. 1, 24-28 (2008). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{Y. Di} and \textit{Z. Liu}, Chin. J. Eng. Math. 25, No. 1, 24--28 (2008; Zbl 1164.62413) OpenURL
Furman, Edward; Zitikis, Ričardas Weighted premium calculation principles. (English) Zbl 1141.91509 Insur. Math. Econ. 42, No. 1, 459-465 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{E. Furman} and \textit{R. Zitikis}, Insur. Math. Econ. 42, No. 1, 459--465 (2008; Zbl 1141.91509) Full Text: DOI OpenURL
Gómez-Déniz, E.; Vázquez-Polo, F. J.; Pérez, J. M. A note on computing bonus-malus insurance premiums using a hierarchical Bayesian framework. (English) Zbl 1110.62143 Test 15, No. 2, 345-359 (2006). MSC: 62P05 62F15 PDF BibTeX XML Cite \textit{E. Gómez-Déniz} et al., Test 15, No. 2, 345--359 (2006; Zbl 1110.62143) Full Text: DOI OpenURL
Darooneh, Amir H. Nonlife insurance pricing: statistical mechanics viewpoint. (English) Zbl 1105.91023 Int. J. Mod. Phys. C 16, No. 1, 167-175 (2005). MSC: 91B30 82B99 PDF BibTeX XML Cite \textit{A. H. Darooneh}, Int. J. Mod. Phys. C 16, No. 1, 167--175 (2005; Zbl 1105.91023) Full Text: DOI arXiv OpenURL
Dickson, David C. M. Insurance risk and ruin. (English) Zbl 1060.91078 International Series on Actuarial Science. Cambridge: Cambridge University Press (ISBN 0-521-84640-4/hbk). xii, 229 p. (2005). Reviewer: Josef Steinebach (Köln) MSC: 91B30 91-01 91B16 60K05 PDF BibTeX XML Cite \textit{D. C. M. Dickson}, Insurance risk and ruin. Cambridge: Cambridge University Press (2005; Zbl 1060.91078) OpenURL
de Kok, Ton G. Ruin probabilities with compounding assets for discrete time finite horizon problems, independent period claim sizes and general premium structure. (English) Zbl 1103.91379 Insur. Math. Econ. 33, No. 3, 645-658 (2003). MSC: 91B30 60E05 PDF BibTeX XML Cite \textit{T. G. de Kok}, Insur. Math. Econ. 33, No. 3, 645--658 (2003; Zbl 1103.91379) Full Text: DOI OpenURL
Fragnelli, Vito; Marina, Maria Erminia A fair procedure in insurance. (English) Zbl 1025.62038 Insur. Math. Econ. 33, No. 1, 75-85 (2003). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{V. Fragnelli} and \textit{M. E. Marina}, Insur. Math. Econ. 33, No. 1, 75--85 (2003; Zbl 1025.62038) Full Text: DOI OpenURL
Gorobets’, O.; Yelejko, Ya. Premium principles for some kind of insurance. (Ukrainian. English summary) Zbl 1122.91342 Visn. L’viv. Univ., Ser. Prykl. Mat. Inform. 2002, No. 4, 114-119 (2002). MSC: 91B30 PDF BibTeX XML Cite \textit{O. Gorobets'} and \textit{Ya. Yelejko}, Visn. L'viv. Univ., Ser. Prykl. Mat. Inform. 2002, No. 4, 114--119 (2002; Zbl 1122.91342) OpenURL
Novoselov, A. A. Portfolio analysis. (Russian. English summary) Zbl 1052.91052 Vorob’ëv, O. Yu. (ed.), Proceedings of the first All-Russian FAM 2002 conference on financial and actuarial mathematics and related fields, Krasnoyarsk, Russia, 2002. Part I. Krasnoyarsk: Krasnoyarskoe Knizhnoe Izdatel’stvo; Krasnoyarsk: Institut Vychislitel’nogo Modelirovaniya SO RAN (ISBN 5-7479-0822-7/pbk). 217-230 (2002). MSC: 91G10 91B30 90C20 PDF BibTeX XML Cite \textit{A. A. Novoselov}, in: Trudy pervoj vserossijskoj FAM 2002 konferentsii po finansovo-aktuarnoj matematiki i smezhnym voprosam, Krasnoyarsk, Russia, 2002. Chast' I. Krasnoyarsk: Krasnoyarskoe Knizhnoe Izdatel'stvo; Krasnoyarsk: Institut Vychislitel'nogo Modelirovaniya SO RAN. 217--230 (2002; Zbl 1052.91052) OpenURL
Hürlimann, Werner Distribution-free comparison of pricing principles. (English) Zbl 1074.91554 Insur. Math. Econ. 28, No. 3, 351-360 (2001). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{W. Hürlimann}, Insur. Math. Econ. 28, No. 3, 351--360 (2001; Zbl 1074.91554) Full Text: DOI OpenURL
Gajek, Lesław; Zagrodny, Dariusz Insurer’s optimal reinsurance strategies. (English) Zbl 0964.62099 Insur. Math. Econ. 27, No. 1, 105-112 (2000). MSC: 62P05 91B30 62C25 PDF BibTeX XML Cite \textit{L. Gajek} and \textit{D. Zagrodny}, Insur. Math. Econ. 27, No. 1, 105--112 (2000; Zbl 0964.62099) Full Text: DOI OpenURL
Artem’ev, S. S.; Nosikova, A. A.; Soloboev, S. V. Monte Carlo method for share’s price modeling. (Russian. English summary) Zbl 0958.91013 Sib. Zh. Vychisl. Mat. 3, No. 1, 1-10 (2000). MSC: 91B24 91B30 PDF BibTeX XML Cite \textit{S. S. Artem'ev} et al., Sib. Zh. Vychisl. Mat. 3, No. 1, 1--10 (2000; Zbl 0958.91013) OpenURL
Wang, Shaun Ordering of risks under PH-transforms. (English) Zbl 0859.90056 Insur. Math. Econ. 18, No. 2, 109-114 (1996). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{S. Wang}, Insur. Math. Econ. 18, No. 2, 109--114 (1996; Zbl 0859.90056) Full Text: DOI OpenURL
Bühlmann, Hans Mathematical methods in risk theory. 2nd print. (English) Zbl 0859.90051 Grundlehren der Mathematischen Wissenschaften. 172. Berlin: Springer. xii, 210 p. (1996). Reviewer: Wolf Rüdiger Heilmann (Karlsruhe) MSC: 91B30 62-01 62P05 PDF BibTeX XML Cite \textit{H. Bühlmann}, Mathematical methods in risk theory. 2nd print. Berlin: Springer (1996; Zbl 0859.90051) OpenURL
Schmidli, Hanspeter Martingales and insurance risk. (English) Zbl 0910.62106 Obretenov, A. (ed.), 8th international summer school on probability theory and mathematical statistics, Varna, Bulgaria, June 3–12, 1994. Lecture Notes. Singapore: SCT Publishing, 155-188 (1996). Reviewer: E.Shiu (Iowa City) MSC: 62P05 91B30 60G42 60G44 PDF BibTeX XML Cite \textit{H. Schmidli}, in: 8th international summer school on probability theory and mathematical statistics, Varna, Bulgaria, June 3--12, 1994. Lecture Notes. Singapore: SCT Publishing. 155--188 (1996; Zbl 0910.62106) OpenURL
Kamps, U. On a renewal process average. (English) Zbl 0863.60083 Stochastic Processes Appl. 62, No. 2, 347-349 (1996). Reviewer: I.Saxl (Praha) MSC: 60K05 62P05 91B99 PDF BibTeX XML Cite \textit{U. Kamps}, Stochastic Processes Appl. 62, No. 2, 347--349 (1996; Zbl 0863.60083) Full Text: DOI OpenURL
Hürlimann, Werner Splitting risk and premium calculation. (English) Zbl 0815.62073 Mitt., Schweiz. Ver. Versicherungsmath. 1994, No. 2, 167-197 (1994). MSC: 62P05 PDF BibTeX XML Cite \textit{W. Hürlimann}, Mitt., Schweiz. Ver. Versicherungsmath. 1994, No. 2, 167--197 (1994; Zbl 0815.62073) OpenURL
Paulsen, Jostein; Gjessing, Håkon Properties of functions of the excess of loss retention limit with applications. (English) Zbl 0814.62068 Insur. Math. Econ. 15, No. 1, 1-21 (1994). MSC: 62P05 90C90 PDF BibTeX XML Cite \textit{J. Paulsen} and \textit{H. Gjessing}, Insur. Math. Econ. 15, No. 1, 1--21 (1994; Zbl 0814.62068) Full Text: DOI OpenURL
Hürlimann, Werner A note on experience rating, reinsurance and premium principles. (English) Zbl 0801.62091 Insur. Math. Econ. 14, No. 3, 197-204 (1994). MSC: 62P05 PDF BibTeX XML Cite \textit{W. Hürlimann}, Insur. Math. Econ. 14, No. 3, 197--204 (1994; Zbl 0801.62091) Full Text: DOI OpenURL
Heilmann, Wolf-Rüdiger; Sandleben, Wolf-Christian On the rating of excess of loss reinsurance treaties with reinstatement. (English) Zbl 0848.90040 Diewert, W. Erwin (ed.) et al., Mathematical modelling in economics. Essays in honor of Wolfgang Eichhorn. Berlin: Springer-Verlag. 520-529 (1993). MSC: 91B30 PDF BibTeX XML Cite \textit{W.-R. Heilmann} and \textit{W.-C. Sandleben}, in: Mathematical modelling in economics. Essays in honor of Wolfgang Eichhorn. Berlin: Springer-Verlag. 520--529 (1993; Zbl 0848.90040) OpenURL
Hürlimann, Werner Solvability and reassurance. (Solvabilité et réassurance.) (French) Zbl 0797.62095 Mitt., Schweiz. Ver. Versicherungsmath. 1993, No. 2, 229-249 (1993). MSC: 62P05 41A50 60E15 PDF BibTeX XML Cite \textit{W. Hürlimann}, Mitt., Schweiz. Ver. Versicherungsmath. 1993, No. 2, 229--249 (1993; Zbl 0797.62095) OpenURL
Dickson, David C. M. On the distribution of the surplus prior to ruin. (English) Zbl 0770.62090 Insur. Math. Econ. 11, No. 3, 191-207 (1992). Reviewer: T.Mikosch (Zürich) MSC: 62P05 PDF BibTeX XML Cite \textit{D. C. M. Dickson}, Insur. Math. Econ. 11, No. 3, 191--207 (1992; Zbl 0770.62090) Full Text: DOI OpenURL
Weba, Michael Statistische Prämienkalkulation nach dem Exponentialprinzip bei unbekannter Risikoverteilung. (Statistical premium calculation according to the exponential principle in case of unknown risk distributions). (German) Zbl 0781.62167 Bl., Dtsch. Ges. Versicherungsmath. 20, No. 4, 425-429 (1992). MSC: 62P05 62E20 PDF BibTeX XML Cite \textit{M. Weba}, Bl., Dtsch. Ges. Versicherungsmath. 20, No. 4, 425--429 (1992; Zbl 0781.62167) Full Text: DOI OpenURL
Sondermann, Dieter Reinsurance in arbitrage-free markets. (English) Zbl 0739.62078 Insur. Math. Econ. 10, No. 3, 191-202 (1991). MSC: 62P05 PDF BibTeX XML Cite \textit{D. Sondermann}, Insur. Math. Econ. 10, No. 3, 191--202 (1991; Zbl 0739.62078) Full Text: DOI OpenURL
Heilmann, Wolf-Rüdiger; Schröter, Klaus J. Orderings of risks and their actuarial applications. (English) Zbl 0755.62077 Stochastic orders and decision under risk, Proc. Int. Workshop, Hamburg/Ger. 1989, IMS Lect. Notes, Monogr. Ser. 19, 157-173 (1991). MSC: 62P05 60E15 26D15 PDF BibTeX XML Cite \textit{W.-R. Heilmann} and \textit{K. J. Schröter}, IMS Lect. Notes, Monogr. Ser. 19, 157--173 (1991; Zbl 0755.62077) OpenURL
Embrechts, P. Martingales in non-life insurance. (English) Zbl 0724.62101 Probability theory and mathematical statistics, Proc. 5th Vilnius Conf., Vilnius/Lith. 1989, Vol. I, 314-322 (1990). MSC: 62P05 60G44 PDF BibTeX XML OpenURL
Delbaen, F.; Haezendonck, J. A martingale approach to premium calculation principles in an arbitrage free market. (English) Zbl 0724.62102 Insur. Math. Econ. 8, No. 4, 269-277 (1989). Reviewer: A.Reich (Köln) MSC: 62P05 91B28 PDF BibTeX XML Cite \textit{F. Delbaen} and \textit{J. Haezendonck}, Insur. Math. Econ. 8, No. 4, 269--277 (1989; Zbl 0724.62102) Full Text: DOI OpenURL
Heilmann, Wolf-Rüdiger Decision theoretic foundations of credibility theory. (English) Zbl 0687.62087 Insur. Math. Econ. 8, No. 1, 77-95 (1989). Reviewer: A.Reich MSC: 62P05 PDF BibTeX XML Cite \textit{W.-R. Heilmann}, Insur. Math. Econ. 8, No. 1, 77--95 (1989; Zbl 0687.62087) Full Text: DOI OpenURL
van Heerwaarden, A. E.; Kaas, R.; Goovaerts, M. J. Properties of the Esscher premium calculation principle. (English) Zbl 0686.62090 Insur. Math. Econ. 8, No. 4, 261-267 (1989). MSC: 62P05 PDF BibTeX XML Cite \textit{A. E. van Heerwaarden} et al., Insur. Math. Econ. 8, No. 4, 261--267 (1989; Zbl 0686.62090) Full Text: DOI OpenURL
Heilmann, Wolf-Rüdiger Premium calculation by transform techniques. (English) Zbl 0679.62092 Methods Oper. Res. 59, 129-145 (1989). MSC: 62P05 PDF BibTeX XML Cite \textit{W.-R. Heilmann}, Methods Oper. Res. 59, 129--145 (1989; Zbl 0679.62092) OpenURL
Heilmann, Wolf-Rüdiger Fundamentals of risk theory. (English) Zbl 0719.62112 Karlsruhe: Verlag Versicherungswirtschaft. vi, 288 p. DM 36.20 (1988). Reviewer: H.-M.Dietz (Eichwalde) MSC: 62P05 62-01 PDF BibTeX XML Cite \textit{W.-R. Heilmann}, Fundamentals of risk theory. Karlsruhe: Verlag Versicherungswirtschaft (1988; Zbl 0719.62112) OpenURL
Straub, E. Non-life insurance mathematics. (English) Zbl 0677.62098 Association of Swiss Actuaries, Zürich. Berlin etc.: Springer-Verlag. 136 p. DM 84.00 (1988). Reviewer: E.Shiu MSC: 62P05 62-02 PDF BibTeX XML Cite \textit{E. Straub}, Non-life insurance mathematics. Berlin etc.: Springer-Verlag (1988; Zbl 0677.62098) OpenURL
Wolfsdorf, Kurt Versicherungsmathematik. Teil 2: Theoretische Grundlagen, Risikotheorie, Sachversicherung. (Insurance mathematics. Part 2: Theoretical foundations, risk theory, property insurance). (German) Zbl 0664.62107 Teubner Studienbücher: Mathematik. Stuttgart (FRG): B. G. Teubner. viii, 399 p. DM 38.00 (1988). Reviewer: C.Netzel MSC: 62P05 62-01 PDF BibTeX XML Cite \textit{K. Wolfsdorf}, Versicherungsmathematik. Teil 2: Theoretische Grundlagen, Risikotheorie, Sachversicherung. (Insurance mathematics. Part 2: Theoretical foundations, risk theory, property insurance). Stuttgart (FRG): B.G. Teubner (1988; Zbl 0664.62107) OpenURL
Bühlmann, H. Entwicklungstendenzen in der Risikotheorie. (Trends in risk theory). (German) Zbl 0645.62107 Jahresber. Dtsch. Math.-Ver. 90, No. 3, 111-128 (1988). Reviewer: C.Netzel MSC: 62P05 PDF BibTeX XML Cite \textit{H. Bühlmann}, Jahresber. Dtsch. Math.-Ver. 90, No. 3, 111--128 (1988; Zbl 0645.62107) OpenURL
Eichenauer, Jürgen; Lehn, Jürgen; Rettig, Stefan A gamma-minimax result in credibility theory. (English) Zbl 0639.62089 Insur. Math. Econ. 7, No. 1, 49-57 (1988). Reviewer: A.Reich MSC: 62P05 62C10 PDF BibTeX XML Cite \textit{J. Eichenauer} et al., Insur. Math. Econ. 7, No. 1, 49--57 (1988; Zbl 0639.62089) Full Text: DOI OpenURL
Lisei, Guido A new proof for a theorem on a premium calculation principle. (Italian) Zbl 0679.62093 Riv. Mat. Sci. Econ. Soc. 10, No. 1-2, 33-34 (1987). MSC: 62P05 PDF BibTeX XML Cite \textit{G. Lisei}, Riv. Mat. Sci. Econ. Soc. 10, No. 1--2, 33--34 (1987; Zbl 0679.62093) Full Text: DOI OpenURL
Goovaerts, M. J.; Taylor, G. C. Premium rating under non-exponential utility. (English) Zbl 0638.62100 Insur. Math. Econ. 6, 245-257 (1987). Reviewer: W.R.Heilmann MSC: 62P05 PDF BibTeX XML Cite \textit{M. J. Goovaerts} and \textit{G. C. Taylor}, Insur. Math. Econ. 6, 245--257 (1987; Zbl 0638.62100) Full Text: DOI OpenURL
Delbaen, F.; Haezendonck, J. Classical risk theory in an economic environment. (English) Zbl 0622.62098 Insur. Math. Econ. 6, 85-116 (1987). Reviewer: E.Shiu MSC: 62P05 PDF BibTeX XML Cite \textit{F. Delbaen} and \textit{J. Haezendonck}, Insur. Math. Econ. 6, 85--116 (1987; Zbl 0622.62098) Full Text: DOI OpenURL
Heilmann, W.-R.; Schröter, K. On the robustness of premium principles. (English) Zbl 0617.62110 Insur. Math. Econ. 6, 145-149 (1987). Reviewer: A.Reich MSC: 62P05 PDF BibTeX XML Cite \textit{W. R. Heilmann} and \textit{K. Schröter}, Insur. Math. Econ. 6, 145--149 (1987; Zbl 0617.62110) Full Text: DOI OpenURL
Heilmann, Wolf-Rüdiger Ordering of distributions and risk measurement. (English) Zbl 0662.62110 Bl., Dtsch. Ges. Versicherungsmath. 17, No. 3, 225-235 (1986). MSC: 62P05 PDF BibTeX XML Cite \textit{W.-R. Heilmann}, Bl., Dtsch. Ges. Versicherungsmath. 17, 225--235 (1986; Zbl 0662.62110) Full Text: DOI OpenURL
Martin-Löf, Anders Entropy, a useful concept in risk theory. (English) Zbl 0649.62098 Scand. Actuarial J. 1986, No. 3-4, 223-235 (1986). MSC: 62P05 PDF BibTeX XML Cite \textit{A. Martin-Löf}, Scand. Actuarial J. 1986, 223--235 (1986; Zbl 0649.62098) Full Text: DOI OpenURL
Heijnen, B.; Goovaerts, M. J. Additivity and premium calculation principles. (English) Zbl 0615.62132 Insurance and risk theory, Proc. NATO Adv. Study Inst., Maratea/Italy 1985, NATO ASI Ser., Ser. C 171, 373-379 (1986). Reviewer: W.-R.Heilmann MSC: 62P05 PDF BibTeX XML OpenURL
Gerber, Hans U. Economic ideas in risk theory. (English) Zbl 0606.62121 Insurance and risk theory, Proc. NATO Adv. Study Inst., Maratea/Italy 1985, NATO ASI Ser., Ser. C 171, 25-36 (1986). MSC: 62P05 PDF BibTeX XML OpenURL
Heijnen, B.; Goovaerts, M. J. Additivity and premium calculation principles. (English) Zbl 0606.62118 Bl., Dtsch. Ges. Versicherungsmath. 17, 217-223 (1986). Reviewer: J.Kupper MSC: 62P05 PDF BibTeX XML Cite \textit{B. Heijnen} and \textit{M. J. Goovaerts}, Bl., Dtsch. Ges. Versicherungsmath. 17, 217--223 (1986; Zbl 0606.62118) Full Text: DOI OpenURL
Reich, Axel Properties of premium calculation principles. (English) Zbl 0582.62090 Insur. Math. Econ. 5, 97-101 (1986). MSC: 62P05 PDF BibTeX XML Cite \textit{A. Reich}, Insur. Math. Econ. 5, 97--101 (1986; Zbl 0582.62090) Full Text: DOI OpenURL
Gerber, Hans U. On additive principles of zero utility. (English) Zbl 0584.62172 Insur. Math. Econ. 4, 249-251 (1985). MSC: 62P05 PDF BibTeX XML Cite \textit{H. U. Gerber}, Insur. Math. Econ. 4, 249--251 (1985; Zbl 0584.62172) Full Text: DOI OpenURL
Teugels, Jozef L. Approximation and estimation of some compound distributions. (English) Zbl 0583.62091 Insur. Math. Econ. 4, 143-153 (1985). Reviewer: Ch.Netzel MSC: 62P05 PDF BibTeX XML Cite \textit{J. L. Teugels}, Insur. Math. Econ. 4, 143--153 (1985; Zbl 0583.62091) Full Text: DOI OpenURL
Deprez, Olivier; Gerber, Hans U. On convex principles of premium calculation. (English) Zbl 0579.62090 Insur. Math. Econ. 4, 179-189 (1985). Reviewer: A.Reich MSC: 62P05 PDF BibTeX XML Cite \textit{O. Deprez} and \textit{H. U. Gerber}, Insur. Math. Econ. 4, 179--189 (1985; Zbl 0579.62090) Full Text: DOI OpenURL
Kremer, Erhard Einführung in die Versicherungsmathematik. (German) Zbl 0578.62089 Studia Mathematica. Skript 7. Göttingen: Vandenhoeck & Ruprecht. 158 S. DM 38.00 (1985). Reviewer: W.R.Heilmann MSC: 62P05 62-01 PDF BibTeX XML OpenURL
Delbaen, F. Separation of risk parameters. (English) Zbl 0598.62140 Premium calculation in insurance, NATO ASI Ser., Ser. C 121, 109-119 (1984). MSC: 62P05 PDF BibTeX XML OpenURL
Morlock, M. Calculation of the credibility premium with respect to the payment of premiums in the past. (English) Zbl 0546.62073 Methods Oper. Res. 52, 621-627 (1984). MSC: 62P05 PDF BibTeX XML Cite \textit{M. Morlock}, Methods Oper. Res. 52, 621--627 (1984; Zbl 0546.62073) OpenURL
Kremer, E. An asymptotic formula for the net premium of some reinsurance treaties. (English) Zbl 0543.62089 Scand. Actuarial J. 1984, 11-22 (1984). Reviewer: Ch.Netzel MSC: 62P05 PDF BibTeX XML Cite \textit{E. Kremer}, Scand. Actuarial J. 1984, 11--22 (1984; Zbl 0543.62089) Full Text: DOI OpenURL
Sundt, Bjørn An introduction to non-life insurance mathematics. (English) Zbl 0543.62087 Veröffentlichungen des Instituts für Versicherungswissenschaft der Universität Mannheim, Bd. 28. Karlsruhe: Verlag Versicherungswirtschaft e.V. VII, 168 p. DM 24.00 (1984). Reviewer: W.R.Heilmann MSC: 62P05 62-01 60K10 62C12 91B16 PDF BibTeX XML OpenURL
Clemeur, Hugo Practical rating of variable accident excess-loss premiums. (English) Zbl 0539.62109 Premium calculation in insurance, NATO ASI Ser., Ser. C 121, 387-397 (1984). Reviewer: J.Kupper MSC: 62P05 PDF BibTeX XML OpenURL
Goovaerts, M. J. Net stop-loss ordering and related orderings. (English) Zbl 0535.62084 Premium calculation in insurance, NATO ASI Ser., Ser. C 121, 195-234 (1984). Reviewer: W.-R.Heilmann MSC: 62P05 60E99 PDF BibTeX XML OpenURL
Goovaerts, M. J.; de Vylder, F.; Haezendonck, J. Insurance premiums. Theory and applications. (English) Zbl 0532.62082 Amsterdam - New York - Oxford: North-Holland. XI, 406 p. $ 63.75; Dfl. 150.00 (1984). Reviewer: W.-R.Heilmann MSC: 62-02 62P05 91-02 91B30 90C25 60E15 PDF BibTeX XML OpenURL
de Vylder, F. (ed.); Goovaerts, M. (ed.); Haezendonck, J. (ed.) Premium calculation in insurance. Proceedings of the NATO Advanced Study Institute on Insurance Premiums, Louvain, Belgium, July 18–31, 1983. (English) Zbl 0528.00012 NATO ASI Series. Series C: Mathematical and Physical Sciences, Vol. 121. Published in cooperation with NATO Scientific Affairs Division. Dordrecht - Boston - Lancaster: D. Reidel Publishing Company. XI, 564 p. Dfl. 200.00; $ 76.00 (1984). MSC: 00B25 91-06 91B30 PDF BibTeX XML OpenURL
LeMaire, Jean; Vandermeulen, Élisabeth Une propriété du principe de l’espérance mathématique. (French) Zbl 0545.62072 Bull. Trimest. Inst. Actuaires Fr. 94, No. 323, 5-13 (1983). MSC: 62P05 PDF BibTeX XML Cite \textit{J. LeMaire} and \textit{É. Vandermeulen}, Bull. Trimest. Inst. Actuaires Fr. 94, No. 323, 5--13 (1983; Zbl 0545.62072) OpenURL
Kremer, Erhard Ein Modell zur Tarifierung von Kumul-Schadenexzedenten-Vertraegen in der Unfallversicherung. (German) Zbl 0513.62101 Mitt. Ver. Schweiz. Versicherungsmath. 1983, 53-61 (1983). MSC: 62P05 PDF BibTeX XML Cite \textit{E. Kremer}, Mitt., Ver. Schweiz. Versicherungsmath. 1983, 53--61 (1983; Zbl 0513.62101) OpenURL
Waters, Howard R. Some mathematical aspects of reinsurance. (English) Zbl 0505.62085 Insur. Math. Econ. 2, 17-26 (1983). MSC: 62P05 PDF BibTeX XML Cite \textit{H. R. Waters}, Insur. Math. Econ. 2, 17--26 (1983; Zbl 0505.62085) Full Text: DOI OpenURL
Haezendonck, J.; Goovaerts, M. A new premium calculation principle based on Orlicz norms. (English) Zbl 0495.62091 Insur. Math. Econ. 1, 41-53 (1982). MSC: 62P05 PDF BibTeX XML Cite \textit{J. Haezendonck} and \textit{M. Goovaerts}, Insur. Math. Econ. 1, 41--53 (1982; Zbl 0495.62091) Full Text: DOI OpenURL
Goovaerts, M. J.; de Vylder, F.; Haezendonck, J. Ordering of risks: a review. (English) Zbl 0492.62090 Insur. Math. Econ. 1, 131-161 (1982). MSC: 62P05 PDF BibTeX XML Cite \textit{M. J. Goovaerts} et al., Insur. Math. Econ. 1, 131--161 (1982; Zbl 0492.62090) Full Text: DOI OpenURL
Gosio, Cristina Some observations on quadratic and exponential utility functions. (Italian) Zbl 0543.62091 G. Ist. Ital. Attuari 44, 11-22 (1981). MSC: 62P05 PDF BibTeX XML Cite \textit{C. Gosio}, G. Ist. Ital. Attuari 44, 11--22 (1981; Zbl 0543.62091) OpenURL
Pinhas, Max Deux études de théorie mathématique des assurances. (English) Zbl 0541.62092 Rev. Stat. Appl. 29, No. 2, 43-48 (1981). MSC: 62P05 PDF BibTeX XML Cite \textit{M. Pinhas}, Rev. Stat. Appl. 29, No. 2, 43--48 (1981; Zbl 0541.62092) Full Text: Numdam EuDML OpenURL
Lemaire, Jean Concepts de solution dans un marche d’echange de risques. (French) Zbl 0488.62085 Cah. Cent. Étud. Rech. Opér. 23, 261-274 (1981). MSC: 62P05 91A80 91B16 PDF BibTeX XML Cite \textit{J. Lemaire}, Cah. Cent. Étud. Rech. Opér. 23, 261--274 (1981; Zbl 0488.62085) OpenURL
Segerer, G. Anwendung eines stochastischen Prozesses aus der Schadenversicherung auf die Versicherung von Kumulrisiken in der Lebensversicherung. (German) Zbl 0433.62070 Proc. Oper. Res. 9, Vortr. Jahrestag. DGOR, Regensburg 1979, 234-241 (1980). MSC: 62P05 PDF BibTeX XML OpenURL
Gerber, Hans U. An introduction to mathematical risk theory. (English) Zbl 0431.62066 S. S. Huebner Foundation Monograph Series, No. 8. Philadelphia: S. S. Huebner Foundation for Insurance Education, Wharton School, University of Pennsylvania. XV, 164 p. $ 15.95 (1979). MSC: 62P05 62-02 PDF BibTeX XML OpenURL
De Vylder, Floriaan; Goovaerts, Marc An invariance property of the Swiss premium calculation principle. (English) Zbl 0419.62089 Mitt. Ver. Schweiz. VersicherungsMath. 79, 105-120 (1979). MSC: 62P05 PDF BibTeX XML Cite \textit{F. De Vylder} and \textit{M. Goovaerts}, Mitt., Ver. Schweiz. Versicherungsmath. 79, 105--120 (1979; Zbl 0419.62089) OpenURL
Petauton, Pierrre Des polynômes orthogonaux par rapport à une loi de probabilité gamma application à l’evaluation du cout moyen d’un bonus automobile. (French) Zbl 0415.62083 Bull. trimestr. Inst. Actuaires Franc. 88, 175-185 (1977). MSC: 62P05 41A10 PDF BibTeX XML OpenURL
Kaan, Jul. Instructions for the calculation of the one time and dated premiums for the insurance of life annuities, activities , invalidities and widows’ pensions, and for the calculation of the corresponding necessary premium reserves for financial statement of the ”Bruderladen” (health insurance in austria). (Anleitung zur Berechnung der einmaligen und terminlichen Prämien für die Versicherung der Leibrenten, Activitäts-, Invaliditäts- und Witwenrenten, sowie zur Berechnung der bezüglichen Prämienreserven zum Zwecke der Bilanz-Berechnung der Bruderladen.) (German) JFM 20.0233.01 Wien. Hof- u. Staatsdruckerei. 133 S. \(8^{\circ}\) (1888). Reviewer: Lazarus, (Hamburg) MSC: 91B30 PDF BibTeX XML OpenURL
Dienger, J. Insurance capital in case of survival, with guarantee of the net premium on death. (Kapitalversicherung auf den Erlebungsfall, mit Rückgewähr der Nettoprämien bei erfolgendem Tode.) (German) JFM 10.0171.01 Oesterr. Vers. Ztg. No. 49 (1878). Reviewer: Lazarus, (Hamburg) MSC: 91B30 PDF BibTeX XML OpenURL