Weighted Pricing Functionals With Applications to Insurance

By Edward Furman, Ricardas Zitikis. 2009

74 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/558b98f320b86b24b5a434b5f7279622d6836b61

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Edward W. Frees
2. Yi Zhang
3. Chengguo Weng
4. Ken Seng Tan
5. G. Meyers
6. Yichun Chi

In Economics and Econometrics

1. Ken Seng Tan
2. Chengguo Weng
3. Yi Zhang
4. Edward W. Frees
5. G. Meyers
6. Yichun Chi
7. Jun Cai
8. Ka Chun Cheung

In Management Science and Operations Research

1. Ken Seng Tan
2. Chengguo Weng
3. Yi Zhang
4. Edward W. Frees
5. G. Meyers
6. Yichun Chi
7. Jun Cai
8. Ka Chun Cheung

Citations in the corpus

• Summarizing Insurance Scores Using a Gini Index (2011, background): “[See Furman and Zitikis (2009) for a recent introduction to applications of weighted distribution functions in insurance.]”
• VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance (2009, background): “These authors showed that many of the premium principles discussed in this paper are actually special cases of the weighted premium principles (see also Furman and Zitikis 2009).”
• Gini-Type Measures of Risk and Variability: Gini Shortfall, Capital Allocations, and Heavy-Tailed Risks (2017, unknown): “Below we present an allocation that is based on the weighted insurance pricing model (WIPM) introduced by Furman and Zitikis (2009). We note, that this allocation is akin to the Capital Asset Pricing Model’s (CAPM) “beta”, but unlike the CAPM, the WIPM does not require the finiteness of the second m”