Equivalence principle and Jewell's inequality

DOI10.1007/S13385-021-00293-YzbMath1480.91207OpenAlexW3194572193MaRDI QIDQ2066796

Hans U. Gerber, Elias S. W. Shiu

Publication date: 14 January 2022

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-021-00293-y

zbMATH Keywords

Jensen's inequalityequivalence principlecovariance inequalityinsurer's gain at expirationinsurer's gain at issueJewell's inequality

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

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