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Properties of the Esscher premium calculation principle - MaRDI portal

Properties of the Esscher premium calculation principle (Q1262678)

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scientific article; zbMATH DE number 4124865
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English
Properties of the Esscher premium calculation principle
scientific article; zbMATH DE number 4124865

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    Properties of the Esscher premium calculation principle (English)
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    1989
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    probability of ruin
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    Order preserving
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    order inducing properties
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    Esscher premium calculation principle
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