Concepedia

Stochastic Premium Calculation

Stochastic Premium Calculation is a premium determination method that belongs to the class of probabilistic pricing models and distinguishes itself by explicitly incorporating randomness and uncertainty in input variables and loss processes to generate a distribution of possible premium outcomes rather than a single deterministic estimate.

19

Publications

1.4K

Citations

25

Authors

17

Institutions

Publications per year

2017–2026

1

Parents

Publications

19

Premium Calculation by Transforming the Layer Premium Density

Astin Bulletin · 1996 · 731 citations · Full text

, , +14

Premium Calculation: Why Standard Deviation Should be Replaced by Absolute Deviation

Dieter Denneberg · Astin Bulletin · 1990 · 150 citations

, , +11

Premium Calculation Implications of Reinsurance Without Arbitrage

Gary Venter · Astin Bulletin · 1991 · 90 citations · Full text

, , +16

ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS

Gordon E. Willmot, Jae‐Kyung Woo · Astin Bulletin · 2014 · 47 citations

, , +17

On a class of premium principles including the Esscher principle

Udo Kamps · Scandinavian Actuarial Journal · 1998 · 47 citations

, , +17

1–5 of 19

Authors

25

  1. SH
    Steven Haberman

    City, University of London, United Kingdom

    2 publications · 71 citations

    2

    h-index

  2. GV
    Gary Venter

    Workers Compensation Board of British Columbia, Canada

    2 publications · 101 citations

    2

    h-index

  3. MD
    Michel Denuit

    UCLouvain, Belgium

    2 publications · 41 citations

    2

    h-index

  4. PE
    Paul Emms

    City, University of London, United Kingdom

    2 publications · 71 citations

    2

    h-index

  5. GE
    Gordon E. Willmot

    University of Waterloo, Canada

    1 publications · 47 citations

    1

    h-index

1–5 of 25

Institutions

17

  1. City, University of London

    London, United Kingdom

    2 h-index

    4 publications

    142 citations

  2. University of Hong Kong

    Pok Fu Lam, Hong Kong

    1 h-index

    1 publications

    47 citations

  3. FH Aachen

    Aachen, Germany

    1 h-index

    1 publications

    47 citations

  4. UNSW Sydney

    Sydney, Australia

    1 h-index

    2 publications

    66 citations

  5. Belgian Road Research Centre

    Brussels, Belgium

    1 h-index

    1 publications

    12 citations

  6. University of Minho

    Braga, Portugal

    1 h-index

    1 publications

    13 citations

  7. KU Leuven

    Leuven, Belgium

    1 h-index

    3 publications

    114 citations

  8. University of Amsterdam

    Amsterdam, The Netherlands

    1 h-index

    3 publications

    114 citations

1–8 of 17

Venues

  1. Astin Bulletin

    8 publications · 1.1K citations

    8

    h-index

  2. Insurance Mathematics and Economics

    3 publications · 82 citations

    3

    h-index

  3. Journal of Statistics and Management Systems

    1 publications · 13 citations

    1

    h-index

  4. Entropy

    1 publications · 10 citations

    1

    h-index

  5. Quantitative Finance

    1 publications · 14 citations

    1

    h-index

1–5