The Dutch premium principle
| Authors | |
|---|---|
| Publication date | 1992 |
| Journal | Insurance: Mathematics & Economics |
| Volume | Issue number | 11 | 2 |
| Pages (from-to) | 129-133 |
| Number of pages | 5 |
| Organisations |
|
| Abstract | A premium principle is derived, in which the loading for a risk is the reinsurance loading for an excess-of-loss cover. It is shown that the principle is well-behaved in the sense that it results in larger premiums for risks that are larger in stop-loss order or in stochastic dominance. |
| Document type | Article |
| Published at |
https://doi.org/10.1016/0167-6687(92)90049-H
(Final published version)
|
| Permalink to this page | |