Calculating premium principles from the mode of a unimodal weighted distribution

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2024-05-15 DOI:10.1017/asb.2024.18

Georgios Psarrakos

引用次数: 0

Abstract

The theory of utility is a well-known method of constructing insurance premiums (see e.g., Newton et al. (1986) Actuarial Mathematics. Itasca, Illinois: The Society of Actuaries.). Furman and Zitikis ((2008) Insurance: Mathematics and Economics, 42, 459–465.) proposed an alternative method using the mean value of a weighted random variable. According to this approach, for various choices of weighting, popular premiums such as net premium, modified variance premium, Esscher premium, and Kamps premium are obtained. On the other hand, some premiums cannot be obtained with this method, such as the premium of the exponential principle. In this paper, we provide a complementary theory by introducing a family of unimodal weighted distributions for which the mode is a premium principle.

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根据单峰加权分布的模式计算溢价原则

效用理论是一种著名的保险费计算方法（参见 Newton 等人 (1986) Actuarial Mathematics.伊利诺斯州伊塔斯卡市：The Society of Actuaries.）。Furman 和 Zitikis（（2008 年）《保险：数学与经济学》，42，459-465）提出了一种使用加权随机变量平均值的替代方法。根据这种方法，对于不同的权重选择，可以得到常用的保费，如净保费、修正方差保费、埃舍尔保费和坎普斯保费。另一方面，有些溢价无法用这种方法求得，如指数原理溢价。在本文中，我们引入了一个单模态加权分布族，为其提供了一种补充理论，该分布族的模态是溢价原理。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.