G. Psarrakos
A well-known theory of constructing insurance premiums is the utility theory (see [1]). Furman and Zitikis (2008) proposed an alternative method by using the mean value of a weighted random variable. According to this method, for various choices of weighting, well-known premiums such as the net premium, variance premium, Escher premium and Kamps premium are derived. However, there are some premiums, such as the premium of the exponential principle, that we cannot get with this method. In this talk, motivated by the above discussion, a family of unimodal weighted distributions is introduced. The mode of this family is used in order to obtain a premium principle.
Palabras clave: premium principles; risk; weighted distributions; insurance
Programado
GT14.ORDEN1 Sesión en honor del Prof. Miguel López Díaz
7 de noviembre de 2023 18:40
CC3: Sala 1