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• W2259777625 abstract "We explore the concept of weighted distributions and their role in various phenomena occurring in insurance and finance. In particular, we relate weighted distributions to actuarial and economic premium calculation principles, and also to the capital asset pricing model (CAPM). Imitating the latter, we propose a weighted insurance pricing model (WIPM). Although general in formulation, we show that the WIPM can successfully be evaluated in a variety of situations, which we illustrate with a number of examples." @default.
• W2259777625 created "2016-06-24" @default.
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• W2259777625 date "2008-01-01" @default.
• W2259777625 modified "2023-09-23" @default.
• W2259777625 title "Weighted Pricing Functionals" @default.
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• W2259777625 doi "https://doi.org/10.2139/ssrn.1275042" @default.
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