Pure risk premiums under deductibles. A quantitative management in actuarial practice
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References listed on IDEAS
- Broszkiewicz-Suwaj, E & Makagon, A & Weron, R & Wyłomańska, A, 2004.
"On detecting and modeling periodic correlation in financial data,"
Physica A: Statistical Mechanics and its Applications,
Elsevier, vol. 336(1), pages 196-205.
- Ewa Broszkiewicz-Suwaj & Andrzej Makagon & Rafal Weron & Agnieszka Wylomanska, 2005. "On detecting and modeling periodic correlation in financial data," Econometrics 0502006, EconWPA.
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- Julie Thøgersen, 2016. "Optimal Premium as a Function of the Deductible: Customer Analysis and Portfolio Characteristics," Risks, MDPI, Open Access Journal, vol. 4(4), pages 1-19, November.
More about this item
KeywordsInsurance risk premium; Deductible; Limited expected value function;
- C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
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