Maximization of Sensitivity of the PH-Premium for Families of Pareto Distributed Risks / Irkhina N.A. // Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika. 2010. ? 4. P. 28-33 [Moscow Univ. Math. Bulletin. Vol. 65, No 4, 2010. P. 161-165].

Wang's premium principle in the actuarial theory is studied. Taking the Pareto distribution as an example, it is shown that Wang's principle can be used for ordering risks. The absolute sensitivity of premium is calculated for different parameters and its maximization is obtained.

Key words: premium principle, distortion function, absolute sensitivity of premium.