Risk comparisons of premium rules: Optimality and a life insurance study
type: Item
instance of: scholarly article
title: Risk comparisons of premium rules: Optimality and a life insurance study
zbMATH Open document ID: 1024.62040
DOI: 10.1016/S0167-6687(02)00208-1
author: Jakob R. Møller
author: Søren Asmussen
published in: Insurance Mathematics \& Economics
publication date: 2003-11-16T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 2004084
zbMATH Keywords: adjustment coefficient
zbMATH Keywords: convex ordering
zbMATH Keywords: delayed claims
zbMATH Keywords: first order basis
zbMATH Keywords: Gompertz-Makeham law
zbMATH Keywords: large deviations
zbMATH Keywords: life annuities
zbMATH Keywords: loading premium
zbMATH Keywords: shot noise
zbMATH Keywords: third order basis
zbMATH Keywords: whole life insurance
MaRDI profile type: Publication
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full work available at URL: s0167-6687(02)00208-1
OpenAlex ID: W2029679474
description: scientific article; zbMATH DE number 2004084