WEIGHTED PRICING FUNCTIONALS WITH APPLICATIONS TO INSURANCE: AN OVERVIEW
WEIGHTED PRICING FUNCTIONALS WITH APPLICATIONS TO INSURANCE: AN OVERVIEW
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DOI:
10.1080/10920277.2009.10597570
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发表时间:
2009-01-01
影响因子:
1.4
通讯作者:
Zitikis, Ricardas
中科院分区:
文献类型:
--
作者:
Furman, Edward;Zitikis, Ricardas
We explore the role of weighted distributions in pricing insurance risks. In particular, we relate the distributions to actuarial and economic premium calculation principles and in this way provide a unifying methodology for constructing new principles and analyzing known ones.