Zusammenfassung
Diese Arbeit zeigt, da\ das Erwartungswertprinzip die einzige Mischung von Esscher-Prinzipien ist, die auch ein Summationsprinzip ist. Au\erdem wird gezeigt, da\ das Varianz-Prinzip das einzige Covarianz-additive Prinzip zur PrÄmienkalkulation ist.
Summary
In this note it is shown that the expected value principle is the only mixture of Esscher principles that is also a cumulant principle. Secondly the variance principle is shown to be the only covariance-additive premium principle.
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References
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Heijnen, B., Goovaerts, M.J. Additivity and premium calculation principles. Blätter DGVFM 17, 217–223 (1986). https://doi.org/10.1007/BF02809436
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DOI: https://doi.org/10.1007/BF02809436