The exponential premium calculation principle revisited
(1999) Astin Bulletin : the journal of the International Actuarial Association — Vol. 29, n° 2, p. 215-226 (1999)
Files
No attached file found for this publication.
Details
- Authors
- Abstract
- In this paper, it is shown how to approximate theoretical premium calculation principles in order to make them useful in practice. The method relies on stochastic extrema in moment spaces and is illustrated with the aid of the exponential principle.
- Affiliations
Citations
Denuit, M. (1999). The exponential premium calculation principle revisited. Astin Bulletin : the journal of the International Actuarial Association, 29(2), 215-226. https://doi.org/10.2143/AST.29.2.504612 (Original work published 1999)