Publication
Title
Additivity and premium calculation principles
Author
Abstract
In this note it is shown that the expected value principle is the only mixture of Esscher principles that is also a cumulant principle. Secondly the variance principle is shown to be the only covariance-additive premium principle.
Language
English
Source (journal)
Blätter der Deutschen Gesellschaft für Versicherungsmathematik. - Würzburg
Publication
Würzburg : 1986
ISSN
1864-0281
Volume/pages
17:3(1986), p. 217-223
Full text (Publishers DOI)
UAntwerpen
Faculty/Department
Publication type
Subject
Affiliation
Publications with a UAntwerp address
External links
Record
Identification
Creation 26.11.2012
Last edited 04.09.2013
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