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Can I read Risk Measures and Insurance Premium Principles on EtoBox?
Risk Measures and Insurance Premium Principles by Zinoviy Landsman; Michael Sherris is a Economics, Econometrics and Finance article available to read on EtoBox.
What is Risk Measures and Insurance Premium Principles about?
Risk measures based on distorted probabilities have been recently developed in actuarial science and applied to insurance rate making. We propose a risk measure that has the properties of risk aversion and diversification, is additive for losses and consistent in its treatment of insurance and investment risks. We show that the risk measure based on distorted probabilities is not consistent in its ordering of insurance and investment risks.
Who reads Risk Measures and Insurance Premium Principles?
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Zinoviy Landsman; Michael Sherris
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0167-6687)
- Published
- 2001
- Language
- EN
- Field
- Economics, Econometrics and Finance (Social Sciences)