The Expected Utility Insurance Premium Principle with Fourth-Order Statistics: Does It Make a Difference?
The expected utility principle is often used to compute the insurance premium through a second-order approximation of the expected value of the utility of losses. We investigate the impact of using a more accurate approximation based on the fourth-order statistics of the expected loss and derive the...
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| Autori principali: | , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
MDPI AG
2020-05-01
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| Serie: | Algorithms |
| Soggetti: | |
| Accesso online: | https://www.mdpi.com/1999-4893/13/5/116 |
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