Wang’s premium principle: overview and comparison with classical principles

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dc.contributor.advisorKäärik, Meelis, juhendaja
dc.contributor.authorAli, Mohammad Jamsher
dc.contributor.otherTartu Ülikool. Loodus- ja täppisteaduste valdkondet
dc.contributor.otherTartu Ülikool. Matemaatika ja statistika instituutet
dc.date.accessioned2016-07-08T06:34:09Z
dc.date.available2016-07-08T06:34:09Z
dc.date.issued2016
dc.description.abstractA premium principle is an economic assessment regulation used by the insurer in order to settle on the amount of net premium for each individual risk in his portfolio. In this research, we will practically examine the performance, by comparing with other principles, of Wang’s (1996) proposed premium principle based on transforming the premium layer density. Theoretically, Wang’s principle is the best premium principle among all existing premium calculation principles as it satisfies most of the properties of a premium principle.en
dc.identifier.urihttp://hdl.handle.net/10062/52452
dc.language.isoenen
dc.subjectkahjukindlustuset
dc.subjectkomonotoonsuset
dc.subjectstohhastiline domineerimineet
dc.subjectkindlustusvõtjaet
dc.subjectkindlustusandjaet
dc.subjectpreemiaarvutusprintsiipet
dc.subjectnon-life insuranceen
dc.subjectcomonotonicityen
dc.subjectstochastic dominanceen
dc.subjectinsureden
dc.subjectinsureren
dc.subjectpremium principleen
dc.subject.othermagistritöödet
dc.titleWang’s premium principle: overview and comparison with classical principlesen
dc.typeThesisen

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