Construct · 1 fields · 1 citations

Esscher premium: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Actuarial science

a premium principle that prices a risk at its expected value under an exponentially tilted distribution, derived from an economic equilibrium argument.

In actuarial science, Esscher premium refers to a premium principle that prices a risk at its expected value under an exponentially tilted distribution, derived from an economic equilibrium argument. This meaning comes from Bühlmann (1980) in ASTIN Bulletin.[1]

Unit
Recovery means
Measured by

Run it through the Collider, or take the citations with you.

See how Esscher premium sits against neighbouring constructs in the Collider, or export every reference on this page in one click.

Open in Collider Export BibTeX Report this entry

Nearby constructs

argument3 fields · 3 citationsjingle · one word, three constructs distribution2 fields · 2 citationsjingle · one word, two constructs equilibrium4 fields · 4 citationsjingle · one word, four constructs

References

Bühlmann, H. (1980). An Economic Premium Principle. ASTIN Bulletin, 11(1), 52-60. https://doi.org/10.1017/s0515036100006619

Cited on this page?

Confirm your construct, or correct us.

If your work is cited behind one of these entries, you know better than we do whether we captured the meaning right. Confirm it, suggest an edit, or dispute it, and your name goes on the entry as an author who has checked it, linked to your ORCID.

Claim your construct