Concepedia

Expected Value Premium Principle

The Expected Value Premium Principle is a premium calculation method in actuarial science that belongs to the class of premium principles by assigning to each insurance risk a premium equal to the expected value of the claim amount multiplied by one plus a fixed loading factor.

16

Publications

485

Citations

31

Authors

21

Institutions

Publications per year

2017–2026

4

Parents

Publications

16

Optimal Reciprocal Reinsurance Treaties Under the Joint Survival Probability and the Joint Profitable Probability

Jun Cai, Ying Fang, Zhi Li et al. · Journal of Risk & Insurance · 2012 · 77 citations

, , +14

Pareto-optimal reinsurance arrangements under general model settings

Jun Cai, Haiyan Liu, Ruodu Wang · Insurance Mathematics and Economics · 2017 · 64 citations

, , +13

Optimal reinsurance with expectile

Jun Cai, Chengguo Weng · Scandinavian Actuarial Journal · 2015 · 58 citations

, , +14

The Theory of Insurance Risk Premiums—A Re-Examination in the Light of Recent Developments in Capital Market Theory

Yehuda Kahane · Astin Bulletin · 1979 · 58 citations · Full text

, , +17

Optimal combination of quota-share and stop-loss reinsurance treaties under the joint survival probability

Yingwen Fang, Zhen Qu · IMA Journal of Management Mathematics · 2012 · 35 citations

, , +16

1–5 of 16

Authors

31

  1. JC
    Jun Cai

    University of Waterloo, Canada

    5 publications · 238 citations

    5

    h-index

  2. ZL
    Zhibin Liang

    Nanjing Normal University, China

    2 publications · 38 citations

    2

    h-index

  3. HL
    Haiyan Liu

    China University of Geosciences (Beijing), China

    2 publications · 83 citations

    2

    h-index

  4. MZ
    Ming Zhou

    Central University of Finance and Economics, China

    2 publications · 33 citations

    2

    h-index

  5. RW
    Ruodu Wang

    University of Waterloo, Canada

    1 publications · 64 citations

    1

    h-index

1–5 of 31

Institutions

21

  1. University of Waterloo

    Waterloo, Canada

    5 h-index

    11 publications

    655 citations

  2. Central University of Finance and Economics

    Beijing, China

    2 h-index

    3 publications

    46 citations

  3. University of Oxford

    Oxford, United Kingdom

    1 h-index

    1 publications

    26 citations

  4. Tel Aviv University

    Tel Aviv, Israel

    1 h-index

    1 publications

    58 citations

  5. University of Mannheim

    Mannheim, Germany

    1 h-index

    1 publications

    12 citations

  6. Tianjin University of Commerce

    Tianjin, China

    1 h-index

    2 publications

    24 citations

  7. Kyoto University

    Kyoto, Japan

    1 h-index

    1 publications

    23 citations

  8. Tianjin University of Finance and Economics

    Tianjin, China

    1 h-index

    2 publications

    24 citations

1–8 of 21

Venues

  1. Insurance Mathematics and Economics

    3 publications · 99 citations

    3

    h-index

  2. Astin Bulletin

    2 publications · 68 citations

    2

    h-index

  3. Scandinavian Actuarial Journal

    2 publications · 85 citations

    2

    h-index

  4. Journal of Risk & Insurance

    1 publications · 77 citations

    1

    h-index

  5. IMA Journal of Management Mathematics

    1 publications · 35 citations

    1

    h-index

1–5