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Record W1572788397 · doi:10.1017/cbo9780511800146.007

Premium calculation

2009· book-chapter· en· W1572788397 on OpenAlexaff
David Dickson, Mary R. Hardy, Howard R. Waters

Bibliographic record

VenueCambridge University Press eBooks · 2009
Typebook-chapter
Languageen
FieldEconomics, Econometrics and Finance
TopicInsurance and Financial Risk Management
Canadian institutionsUniversity of Waterloo
Fundersnot available
KeywordsPortfolioEconomicsEquity premium puzzleEconometricsVariance (accounting)Risk premiumInsurance premiumActuarial sciencePercentileRandom variableVariable (mathematics)MathematicsFinancial economicsStatistics

Abstract

fetched live from OpenAlex

In this chapter we discuss principles of premium calculation for insurance policies and annuities. We start by reviewing what we mean by the terms ‘premium’, ‘net premium’ and ‘gross premium’. We next introduce the present value of future loss random variable. We define the equivalence premium principle and we show how this premium principle can be applied to calculate premiums for different types of policy. We look at how we can use the future loss random variable to determine when a contract moves from loss to profit or vice versa. We introduce a different premium principle, the portfolio percentile premium principle, and show how, using the mean and variance of the future loss random variable, the portfolio percentile premium principle can be used to determine a premium. The chapter concludes with a discussion of how a premium can be calculated when the insured life is subject to some extra level of risk.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Other · Consensus signal: Other
Teacher disagreement score0.968
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.026
GPT teacher head0.179
Teacher spread0.154 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designNot applicable
Domainnot available
GenreOther

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2009
Admission routes1
Has abstractyes

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