scientific article; zbMATH DE number 718679

zbMath0815.62073MaRDI QIDQ4320691

Werner Hürlimann

Publication date: 29 June 1995

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

fair premiumstop-loss reinsurancepremium calculation principlepremium calculationtotal splitting riskreinsurance contractsimmunization propertylinear risk-exchangemaximum variance premium reductionmean risk premiumparameter-free CAPM based premium formulas

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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