Title
Additivity and premium calculation principles Additivity and premium calculation principles
Author
Faculty/Department
Faculty of Applied Economics
Publication type
article
Publication
Würzburg ,
Subject
Economics
Mathematics
Source (journal)
Blätter der Deutschen Gesellschaft für Versicherungsmathematik. - Würzburg
Volume/pages
17(1986) :3 , p. 217-223
ISSN
1864-0281
Carrier
E
Target language
English (eng)
Full text (Publishers DOI)
Affiliation
University of Antwerp
Abstract
In this note it is shown that the expected value principle is the only mixture of Esscher principles that is also a cumulant principle. Secondly the variance principle is shown to be the only covariance-additive premium principle.
Handle