A Method for constructing and interpreting some weighted premium principles
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20200029816 | ||
| 003 | MAP | ||
| 005 | 20200924174138.0 | ||
| 008 | 200924e20200901bel|||p |0|||b|eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 245 | 1 | 2 | $aA Method for constructing and interpreting some weighted premium principles$cAntonia Castaño-Martínez...[Et al.] |
| 520 | $aWe present a method for constructing and interpreting weighted premium principles. The method is based on modifying the underlying risk distribution in such a way that the risk-adjusted expected value (or premium) is greater than the expected value of some conveniently chosen function of claims, which defines the insurer's perception of the risk. Under some assumptions on the function of claims, the method produces distortion premium principles. We provide several examples under different assumptions on the claim arrival process and different functions of claims, including record claims and kth record claims. | ||
| 650 | 4 | $0MAPA20080581886$aPrimas de seguros | |
| 650 | 4 | $0MAPA20080610319$aDistribución de riesgos | |
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 650 | 4 | $0MAPA20080567118$aReclamaciones | |
| 700 | 1 | $0MAPA20200019190$aCastaño-Martínez, Antonia | |
| 773 | 0 | $wMAP20077000420$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association$x0515-0361$g01/09/2020 Volumen 50 Número 3 - septiembre 2020 , p. 1037-1064 |