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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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