On a class of premium principles including the Esscher principle
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Publication:4235016
DOI10.1080/03461238.1998.10413993zbMath1031.62505OpenAlexW2075900905MaRDI QIDQ4235016
Publication date: 25 March 1999
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1998.10413993
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Cites Work
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- On a renewal process average
- Positive homogeneity and multiplicativity of premium principles on positive risks
- Properties of the Esscher premium calculation principle
- Decision theoretic foundations of credibility theory
- The inspection paradox with random time
- A Characterization of Certain Families of Distributions Via Essche Transforms and Independence
- Analytic Inequalities
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