Weighted Pricing Functionals With Applications to Insurance

Edward Furman and Ričardas Zitikis

North American Actuarial Journal, 2009, vol. 13, issue 4, 483-496

Abstract: 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.

Date: 2009
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DOI: 10.1080/10920277.2009.10597570

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