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A Method for constructing and interpreting some weighted premium principles

Recurso electrónico / Electronic resource
Registro MARC
Tag12Valor
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001  MAP20200029816
003  MAP
005  20200924174138.0
008  200924e20200901bel|||p |0|||b|eng d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎6
24512‎$a‎A Method for constructing and interpreting some weighted premium principles‎$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
7001 ‎$0‎MAPA20200019190‎$a‎Castaño-Martínez, Antonia
7730 ‎$w‎MAP20077000420‎$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