The Natural Sets of Wang's Premium Principle

DOI10.2143/AST.31.1.998zbMath1035.62110OpenAlexW1975156956MaRDI QIDQ4461285

Xianyi Wu

Publication date: 30 March 2004

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.31.1.998

zbMATH Keywords

Laplace transformationdistortion functionlocation-scale familyproportional hazard transformationnatural set

Mathematics Subject Classification ID

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

Related Items

Maximization of sensitivity of the PH-premium for families of Pareto distributed risks

Cites Work

• A Note on Christofides' Conjecture Regarding Wang's Premium Principle