Hostname: page-component-586b7cd67f-t7czq Total loading time: 0 Render date: 2024-11-26T19:01:45.463Z Has data issue: false hasContentIssue false
  • English
  • Français

Premium Calculation from Top Down

Published online by Cambridge University Press:  29 August 2014

Hans Bühlmann
Hans Bühlmann*
Affiliation:
Zürich
Rights & Permissions [Opens in a new window]

Extract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

This paper is intended to show how premiums are related to the stability criterion imposed on a portfolio of risks and to the dividend requirements for the capital invested into the insurance operation. The point is that premium calculation should be seen as a consequence of the strategic concepts adopted by the insurance carrier.

Type
Articles
Information
ASTIN Bulletin: The Journal of the IAA , Volume 15 , Issue 2 , November 1985 , pp. 89 - 101
Copyright
Copyright © International Actuarial Association 1985

References

Buehlmann, H. (1980) An Economic Premium Principle. ASTIN Bulletin 11, 52–60.CrossRefGoogle Scholar
De Finetti, B. (1939). La Teoria del Rischio e il Problema della Rovina dei Giocatori. Giornale dell'Istituto Italiano degli Astuari X, 1–2.Google Scholar
De Finetti, B. (1957) Su un'Impostazione Alternativa della Teoria Collettiva del Rischio. Trans. XV. ICA 2, 433–443.Google Scholar
Gerber, H. U. (1971). Der Einfluss von Zins auf die Ruinwahrscheinlichkeit. Mitteilungen der Vereinigung Schweizerischer Versicherungsmathematiker 71, 1.Google Scholar
Gerber, H. U. (1974). On Additive Premium Calculation Principles. ASTIN Bulletin VII, 3.Google Scholar